+662.9%
CTAS vs APA
-0.7%
+663.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | 0.0% | -1.7% | +1.6% | +0.2% |
| 30D | -1.0% | +15.7% | -16.7% | -3.3% |
| 3M | +15.8% | +16.5% | -0.7% | +12.7% |
| 6M | -1.0% | +35.1% | -36.1% | -6.5% |
| YTD | +7.4% | +82.2% | -74.8% | -3.4% |
| 1Y | -0.1% | +102.5% | -102.6% | -12.1% |
| 3Y | +66.3% | +10.3% | +56.0% | +56.7% |
| 5Y | +111.0% | +166.1% | -55.1% | +63.5% |
| 10Y | +662.9% | -4.9% | +667.8% | +426.2% |
| All | +662.9% | -0.7% | +663.6% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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