+22.8%
CTAS vs SBAC
+0.4%
+22.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +0.7% | +3.6% | -3.0% | 0.0% |
| 30D | +11.3% | +4.9% | +6.4% | +10.3% |
| 3M | +11.4% | +6.5% | +5.0% | +10.1% |
| 6M | +35.6% | -11.1% | +46.8% | +37.5% |
| YTD | +20.7% | +0.9% | +19.8% | +20.6% |
| 1Y | +22.8% | -1.6% | +24.4% | +22.3% |
| All | +22.8% | +0.4% | +22.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling