+23,259.8%
CTAS vs CAH
+15,076.3%
+8,183.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.8% | +5.4% | -7.2% | -3.2% |
| 30D | -0.2% | +3.3% | -3.5% | -1.1% |
| 3M | +11.7% | +22.8% | -11.1% | +5.7% |
| 6M | +0.7% | +11.3% | -10.6% | -2.4% |
| YTD | +7.4% | +21.1% | -13.7% | +1.5% |
| 1Y | -2.1% | +67.2% | -69.3% | -15.4% |
| 3Y | +62.9% | +195.6% | -132.7% | +20.0% |
| 5Y | +111.9% | +413.8% | -302.0% | +33.7% |
| 10Y | +652.2% | +309.6% | +342.6% | +378.7% |
| All | +23,259.8% | +15,076.3% | +8,183.4% | +7,788.6% |
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