+10,343.3%
CTAS vs PAAS
+971.0%
+9,372.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.9% |
| 7D | +1.2% | +8.4% | -7.2% | +0.7% |
| 30D | +12.8% | -7.2% | +19.9% | +13.1% |
| 3M | +10.3% | -14.0% | +24.3% | +11.0% |
| 6M | +32.0% | -26.8% | +58.7% | +33.6% |
| YTD | +19.1% | -19.8% | +38.9% | +19.6% |
| 1Y | +21.5% | +22.8% | -1.4% | +18.9% |
| 3Y | +76.0% | +183.6% | -107.6% | +62.6% |
| 5Y | +110.9% | +73.8% | +37.0% | +98.0% |
| 10Y | +849.8% | +185.6% | +664.2% | +750.1% |
| All | +10,343.3% | +971.0% | +9,372.2% | +8,975.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling