+818.4%
CTAS vs SBAC
+103.9%
+714.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +0.7% | +3.6% | -3.0% | -0.5% |
| 30D | +11.3% | +4.9% | +6.4% | +9.4% |
| 3M | +11.4% | +6.5% | +5.0% | +8.7% |
| 6M | +35.6% | -11.1% | +46.8% | +40.2% |
| YTD | +20.7% | +0.9% | +19.8% | +18.1% |
| 1Y | +22.8% | -1.6% | +24.4% | +21.2% |
| 3Y | +73.4% | -7.0% | +80.4% | +70.6% |
| 5Y | +117.6% | -39.2% | +156.8% | +150.1% |
| 10Y | +818.4% | +111.4% | +707.1% | +701.7% |
| All | +818.4% | +103.9% | +714.6% | +701.7% |
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