+9,315.2%
CTAS vs PAAS
+1,235.6%
+8,079.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 6M | +0.7% | -16.4% | +17.1% | +1.2% |
| YTD | +7.4% | 0.0% | +7.4% | +6.6% |
| 1Y | -2.1% | +54.3% | -56.4% | -5.3% |
| 3Y | +62.9% | +230.7% | -167.7% | +49.4% |
| 5Y | +111.9% | +111.6% | +0.2% | +97.0% |
| 10Y | +652.2% | +211.7% | +440.5% | +569.5% |
| All | +9,315.2% | +1,235.6% | +8,079.6% | +7,995.6% |
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