+12,050.6%
CTAS vs ALL
+3,667.9%
+8,382.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -0.2% | -1.5% | +1.3% | +0.2% |
| 3M | +11.7% | +23.6% | -11.9% | +2.3% |
| 6M | +0.7% | +22.3% | -21.6% | -7.6% |
| YTD | +7.4% | +26.5% | -19.1% | -3.0% |
| 1Y | -2.1% | +27.0% | -29.1% | -11.9% |
| 3Y | +62.9% | +149.6% | -86.6% | +10.4% |
| 5Y | +111.9% | +118.1% | -6.2% | +47.6% |
| 10Y | +652.2% | +369.0% | +283.2% | +291.4% |
| All | +12,050.6% | +3,667.9% | +8,382.7% | +2,973.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling