+51.9%
CTAS vs AS
+139.2%
-87.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.9% |
| 7D | +7.6% | +13.8% | -6.2% | +6.3% |
| 30D | +17.2% | +16.7% | +0.5% | +15.5% |
| 3M | +12.8% | -11.5% | +24.3% | +13.7% |
| 6M | +38.0% | -5.5% | +43.5% | +38.2% |
| YTD | +22.7% | -14.2% | +36.9% | +23.5% |
| 1Y | +25.6% | +2.1% | +23.6% | +24.7% |
| All | +51.9% | +139.2% | -87.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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