+109.6%
CTAS vs CAH
+400.5%
-290.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.5% |
| 30D | -1.1% | +1.2% | -2.2% | -1.4% |
| 3M | +11.5% | +13.1% | -1.6% | +8.0% |
| 6M | +0.2% | +8.5% | -8.3% | -2.1% |
| YTD | +7.2% | +17.6% | -10.4% | +2.2% |
| 1Y | 0.0% | +60.7% | -60.7% | -12.9% |
| 3Y | +65.9% | +183.2% | -117.2% | +20.7% |
| 5Y | +109.6% | +402.2% | -292.6% | +24.9% |
| All | +109.6% | +400.5% | -290.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling