-0.1%
CTAS vs S
+4.5%
-4.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +0.1% |
| 30D | -1.0% | -9.2% | +8.2% | -0.8% |
| 3M | +15.8% | +23.4% | -7.6% | +14.3% |
| 6M | -1.0% | +36.9% | -37.9% | -2.8% |
| YTD | +7.4% | +29.5% | -22.1% | +5.5% |
| 1Y | -0.1% | +5.4% | -5.6% | -0.3% |
| All | -0.1% | +4.5% | -4.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling