+815.5%
CTAS vs SAN
+270.1%
+545.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.0% | +4.0% | -2.0% | +0.7% |
| 30D | +8.7% | -7.8% | +16.5% | +11.1% |
| 3M | +13.3% | -16.4% | +29.6% | +19.0% |
| 6M | +39.4% | +3.5% | +35.9% | +36.2% |
| YTD | +21.5% | +6.7% | +14.8% | +16.2% |
| 1Y | +21.9% | +14.5% | +7.4% | +13.8% |
| 3Y | +73.6% | +243.5% | -169.9% | +8.4% |
| 5Y | +116.2% | +296.2% | -180.0% | +22.9% |
| All | +815.5% | +270.1% | +545.4% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling