+25,810.5%
CTAS vs SAN
+1,664.5%
+24,146.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.1% |
| 7D | +1.2% | +4.9% | -3.8% | -0.2% |
| 30D | +12.8% | -13.0% | +25.8% | +17.1% |
| 3M | +10.3% | -18.9% | +29.2% | +16.6% |
| 6M | +32.0% | -4.1% | +36.1% | +32.2% |
| YTD | +19.1% | +2.6% | +16.6% | +15.9% |
| 1Y | +21.5% | +16.9% | +4.5% | +13.6% |
| 3Y | +76.0% | +239.1% | -163.0% | +17.6% |
| 5Y | +110.9% | +266.8% | -156.0% | +33.0% |
| 10Y | +849.8% | +246.0% | +603.8% | +476.7% |
| All | +25,810.5% | +1,664.5% | +24,146.0% | +9,111.0% |
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