+79.2%
CTAS vs PL
+403.1%
-323.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.1% | +9.0% | -1.0% |
| 7D | +3.8% | -20.5% | +24.4% | +4.2% |
| 30D | +15.5% | -38.8% | +54.3% | +16.5% |
| 3M | +12.7% | -49.1% | +61.8% | +14.0% |
| 6M | +34.5% | -69.4% | +103.9% | +37.3% |
| YTD | +21.3% | -42.3% | +63.6% | +20.3% |
| 1Y | +23.1% | -14.2% | +37.3% | +19.7% |
| All | +79.2% | +403.1% | -323.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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