+26,411.8%
CTAS vs CAH
+17,016.9%
+9,394.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.5% | +3.9% | -3.4% | -0.5% |
| 30D | +10.2% | +16.0% | -5.8% | +6.1% |
| 3M | +12.1% | +19.1% | -7.0% | +7.0% |
| 6M | +38.3% | +53.0% | -14.8% | +23.5% |
| YTD | +21.9% | +36.6% | -14.7% | +11.6% |
| 1Y | +24.0% | +37.4% | -13.4% | +13.3% |
| 3Y | +75.1% | +178.8% | -103.7% | +31.1% |
| 5Y | +116.9% | +498.6% | -381.6% | +31.6% |
| 10Y | +821.3% | +413.1% | +408.2% | +454.7% |
| All | +26,411.8% | +17,016.9% | +9,394.8% | +8,571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling