+683.8%
CTAS vs SAN
+329.5%
+354.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +11.5% | +19.6% | -8.1% | +4.9% |
| 6M | +0.2% | +32.7% | -32.5% | -9.2% |
| YTD | +7.2% | +26.7% | -19.5% | -2.2% |
| 1Y | 0.0% | +51.6% | -51.7% | -14.3% |
| 3Y | +65.9% | +348.7% | -282.8% | -4.5% |
| 5Y | +109.6% | +378.7% | -269.2% | +12.6% |
| 10Y | +683.8% | +336.9% | +346.8% | +296.4% |
| All | +683.8% | +329.5% | +354.2% | +296.4% |
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