+954.5%
CTAS vs P
+485.4%
+469.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.8% | +6.5% | -8.4% | -2.7% |
| 30D | -0.2% | +18.8% | -19.0% | -3.1% |
| 3M | +11.7% | +26.7% | -15.1% | +6.5% |
| 6M | +0.7% | +62.2% | -61.5% | -8.7% |
| YTD | +7.4% | +48.5% | -41.1% | -2.0% |
| 1Y | -2.1% | +26.4% | -28.5% | -9.8% |
| 3Y | +62.9% | +159.4% | -96.5% | +22.0% |
| 5Y | +111.9% | +275.8% | -163.9% | +42.1% |
| 10Y | +652.2% | +732.0% | -79.8% | +320.6% |
| All | +954.5% | +485.4% | +469.2% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling