+683.8%
CTAS vs SBAC
+78.4%
+605.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -1.1% | +3.9% | -4.9% | -2.4% |
| 3M | +11.5% | -8.2% | +19.7% | +14.4% |
| 6M | +0.2% | -2.8% | +3.0% | 0.0% |
| YTD | +7.2% | -1.5% | +8.7% | +6.1% |
| 1Y | 0.0% | 0.0% | 0.0% | -1.8% |
| 3Y | +65.9% | -8.4% | +74.3% | +63.9% |
| 5Y | +109.6% | -43.5% | +153.1% | +147.7% |
| 10Y | +683.8% | +86.9% | +596.8% | +586.5% |
| All | +683.8% | +78.4% | +605.4% | +586.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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