+818.6%
CTAS vs ALL
+376.2%
+442.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +10.2% | +12.8% | -2.6% | +3.7% |
| 3M | +12.1% | +4.7% | +7.4% | +9.2% |
| 6M | +38.3% | +24.9% | +13.3% | +22.3% |
| YTD | +21.9% | +30.0% | -8.1% | +5.0% |
| 1Y | +24.0% | +29.9% | -5.9% | +6.7% |
| 3Y | +75.1% | +117.5% | -42.4% | +10.9% |
| 5Y | +116.9% | +161.7% | -44.8% | +15.9% |
| All | +818.6% | +376.2% | +442.3% | +256.5% |
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