+662.9%
CTAS vs ALL
+355.7%
+307.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | -1.0% | -4.7% | +3.7% | +1.3% |
| 3M | +15.8% | +18.4% | -2.6% | +5.6% |
| 6M | -1.0% | +20.5% | -21.5% | -10.8% |
| YTD | +7.4% | +23.5% | -16.1% | -4.9% |
| 1Y | -0.1% | +29.0% | -29.1% | -13.9% |
| 3Y | +66.3% | +153.7% | -87.4% | -4.1% |
| 5Y | +111.0% | +114.8% | -3.8% | +27.9% |
| 10Y | +662.9% | +356.1% | +306.8% | +181.7% |
| All | +662.9% | +355.7% | +307.2% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling