+671.2%
CTAS vs CAH
+297.3%
+374.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -1.3% | -5.1% | +3.8% | +0.2% |
| 30D | -3.1% | -1.8% | -1.3% | -2.7% |
| 3M | +10.3% | +9.4% | +0.9% | +7.3% |
| 6M | +1.6% | +9.2% | -7.6% | -1.3% |
| YTD | +6.3% | +15.7% | -9.3% | +1.2% |
| 1Y | -0.5% | +59.7% | -60.2% | -14.6% |
| 3Y | +64.6% | +178.5% | -113.9% | +17.7% |
| 5Y | +106.0% | +398.3% | -292.3% | +21.1% |
| All | +671.2% | +297.3% | +374.0% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling