+25,903.7%
CTAS vs APA
+858.7%
+25,045.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.7% | -8.7% | +8.0% | +0.7% |
| 30D | +10.3% | -2.4% | +12.7% | +10.4% |
| 3M | +10.2% | +19.0% | -8.8% | +6.6% |
| 6M | +34.4% | +26.8% | +7.6% | +28.2% |
| YTD | +19.6% | +87.3% | -67.8% | +5.9% |
| 1Y | +21.8% | +92.3% | -70.5% | +7.3% |
| 3Y | +74.1% | +37.3% | +36.9% | +56.8% |
| 5Y | +114.0% | +73.2% | +40.9% | +77.8% |
| 10Y | +813.9% | -0.9% | +814.8% | +586.7% |
| All | +25,903.7% | +858.7% | +25,045.0% | +14,532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling