+116.0%
CTAS vs P
+279.3%
-163.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +2.0% | +11.6% | -9.6% | +1.3% |
| 30D | +8.7% | -23.7% | +32.4% | +10.2% |
| 3M | +13.3% | -8.0% | +21.3% | +13.0% |
| 6M | +39.4% | +27.9% | +11.5% | +35.1% |
| YTD | +21.5% | +61.2% | -39.7% | +14.2% |
| 1Y | +21.9% | +28.6% | -6.7% | +16.5% |
| 3Y | +73.6% | +200.5% | -126.8% | +35.7% |
| All | +116.0% | +279.3% | -163.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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