+24.0%
CTAS vs SBAC
-4.7%
+28.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.5% | -2.7% | +3.2% | +1.0% |
| 30D | +10.2% | +3.3% | +7.0% | +9.5% |
| 3M | +12.1% | +3.3% | +8.8% | +11.3% |
| 6M | +38.3% | -10.9% | +49.2% | +40.3% |
| YTD | +21.9% | -1.0% | +22.9% | +22.3% |
| 1Y | +24.0% | -4.5% | +28.5% | +24.5% |
| All | +24.0% | -4.7% | +28.7% | +24.5% |
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 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