+110.9%
CTAS vs SAN
+384.2%
-273.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.8% | +1.8% | -3.6% | -2.1% |
| 30D | -0.2% | +2.0% | -2.2% | -0.6% |
| 3M | +11.7% | +19.7% | -8.0% | +7.7% |
| 6M | +0.7% | +30.6% | -29.9% | -4.8% |
| YTD | +7.4% | +28.8% | -21.4% | +1.3% |
| 1Y | -2.1% | +57.8% | -59.9% | -11.6% |
| 3Y | +62.9% | +338.1% | -275.2% | +15.9% |
| All | +110.9% | +384.2% | -273.3% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling