+76.0%
CTAS vs ALL
+105.5%
-29.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | +1.2% | -1.9% | +3.1% | +1.8% |
| 30D | +12.8% | +13.8% | -1.0% | +8.2% |
| 3M | +10.3% | -7.0% | +17.3% | +12.6% |
| 6M | +32.0% | +18.0% | +14.0% | +24.4% |
| YTD | +19.1% | +24.2% | -5.1% | +9.9% |
| 1Y | +21.5% | +31.2% | -9.7% | +9.8% |
| 3Y | +76.0% | +107.5% | -31.5% | +44.9% |
| All | +76.0% | +105.5% | -29.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling