+50.2%
CTAS vs AS
+133.7%
-83.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.9% |
| 7D | +3.8% | +7.1% | -3.3% | +3.2% |
| 30D | +15.5% | +12.8% | +2.7% | +14.2% |
| 3M | +12.7% | -14.7% | +27.4% | +14.1% |
| 6M | +34.5% | -9.9% | +44.4% | +35.3% |
| YTD | +21.3% | -16.1% | +37.4% | +22.4% |
| 1Y | +23.1% | +0.2% | +22.9% | +22.4% |
| All | +50.2% | +133.7% | -83.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling