+2,905.7%
CTAS vs SBAC
+2,207.9%
+697.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +1.2% | +1.2% | -0.1% | +1.0% |
| 30D | +12.8% | +11.2% | +1.6% | +11.4% |
| 3M | +10.3% | +4.5% | +5.8% | +9.6% |
| 6M | +32.0% | -12.2% | +44.2% | +33.6% |
| YTD | +19.1% | -0.1% | +19.3% | +18.6% |
| 1Y | +21.5% | -0.3% | +21.7% | +20.9% |
| 3Y | +76.0% | -8.7% | +84.8% | +76.1% |
| 5Y | +110.9% | -40.2% | +151.0% | +119.9% |
| 10Y | +849.8% | +97.3% | +752.5% | +783.9% |
| All | +2,905.7% | +2,207.9% | +697.8% | +2,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling