-0.1%
CTAS vs SAN
+55.7%
-55.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | +3.3% | -3.4% | -0.1% |
| 30D | -1.0% | +1.1% | -2.1% | -1.0% |
| 3M | +15.8% | +22.2% | -6.4% | +14.4% |
| 6M | -1.0% | +36.0% | -37.0% | -3.1% |
| YTD | +7.4% | +28.2% | -20.8% | +4.6% |
| 1Y | -0.1% | +54.1% | -54.3% | -3.7% |
| All | -0.1% | +55.7% | -55.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling