+23,259.8%
CTAS vs APA
+815.8%
+22,444.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -1.8% | +0.5% | -2.4% | -1.9% |
| 30D | -0.2% | +23.4% | -23.6% | -3.7% |
| 3M | +11.7% | +12.7% | -1.0% | +9.0% |
| 6M | +0.7% | +39.4% | -38.7% | -5.7% |
| YTD | +7.4% | +79.0% | -71.5% | -3.8% |
| 1Y | -2.1% | +88.8% | -90.9% | -13.6% |
| 3Y | +62.9% | +6.4% | +56.6% | +53.5% |
| 5Y | +111.9% | +153.0% | -41.1% | +64.6% |
| 10Y | +652.2% | +7.5% | +644.6% | +457.6% |
| All | +23,259.8% | +815.8% | +22,444.0% | +13,190.8% |
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 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