+114.6%
CTAS vs SBAC
-43.7%
+158.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -0.2% | +6.9% | -7.1% | -2.1% |
| 3M | +11.7% | -8.2% | +19.9% | +14.2% |
| 6M | +0.7% | -1.6% | +2.3% | +0.4% |
| YTD | +7.4% | -0.1% | +7.5% | +6.3% |
| 1Y | -2.1% | -0.5% | -1.6% | -3.2% |
| 3Y | +62.9% | -9.1% | +72.0% | +62.5% |
| All | +114.6% | -43.7% | +158.3% | +157.9% |
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