+73.6%
CTAS vs APA
+45.9%
+27.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.4% |
| 7D | +2.0% | +8.5% | -6.6% | +1.6% |
| 30D | +8.7% | +2.8% | +5.9% | +8.5% |
| 3M | +13.3% | +21.7% | -8.4% | +11.9% |
| 6M | +39.4% | +32.6% | +6.8% | +36.8% |
| YTD | +21.5% | +103.7% | -82.2% | +14.3% |
| 1Y | +21.9% | +101.8% | -79.9% | +14.7% |
| 3Y | +73.6% | +48.1% | +25.6% | +59.8% |
| All | +73.6% | +45.9% | +27.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling