+144.6%
CTAS vs S
-52.7%
+197.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | -13.4% | +14.6% | +2.4% |
| 30D | +12.8% | -14.0% | +26.8% | +14.1% |
| 3M | +10.3% | +4.9% | +5.4% | +9.0% |
| 6M | +32.0% | +42.0% | -10.0% | +26.1% |
| YTD | +19.1% | +45.1% | -26.0% | +13.0% |
| 1Y | +21.5% | +33.1% | -11.6% | +16.0% |
| 3Y | +76.0% | +40.6% | +35.4% | +63.1% |
| 5Y | +110.9% | -67.5% | +178.3% | +111.5% |
| All | +144.6% | -52.7% | +197.2% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling