+23,259.8%
CTAS vs SAN
+2,116.5%
+21,143.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | -0.2% | +2.0% | -2.2% | -0.8% |
| 3M | +11.7% | +19.7% | -8.0% | +5.5% |
| 6M | +0.7% | +30.6% | -29.9% | -7.7% |
| YTD | +7.4% | +28.8% | -21.4% | -1.8% |
| 1Y | -2.1% | +57.8% | -59.9% | -15.9% |
| 3Y | +62.9% | +338.1% | -275.2% | +1.3% |
| 5Y | +111.9% | +384.2% | -272.3% | +23.4% |
| 10Y | +652.2% | +353.1% | +299.0% | +323.6% |
| All | +23,259.8% | +2,116.5% | +21,143.3% | +7,705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling