+65.7%
CTAS vs PAAS
+236.3%
-170.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -1.8% | -2.9% | +1.1% | -1.7% |
| 30D | -0.2% | +6.8% | -7.0% | -0.6% |
| 3M | +11.7% | -2.9% | +14.6% | +11.8% |
| 6M | +0.7% | -16.4% | +17.1% | +1.4% |
| YTD | +7.4% | 0.0% | +7.4% | +6.5% |
| 1Y | -2.1% | +54.3% | -56.4% | -6.4% |
| All | +65.7% | +236.3% | -170.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 3y: compounded portfolio wealth divided by compounded PAAS 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…
3y analysis · Full analysis span regression · 6 months rolling