+113.3%
CTAS vs SBAC
-40.3%
+153.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +1.2% | +1.2% | -0.1% | +0.8% |
| 30D | +12.8% | +11.2% | +1.6% | +9.2% |
| 3M | +10.3% | +4.5% | +5.8% | +8.6% |
| 6M | +32.0% | -12.2% | +44.2% | +36.3% |
| YTD | +19.1% | -0.1% | +19.3% | +17.6% |
| 1Y | +21.5% | -0.3% | +21.7% | +19.9% |
| 3Y | +76.0% | -8.7% | +84.8% | +75.2% |
| All | +113.3% | -40.3% | +153.7% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling