+66.3%
CTAS vs SFM
+96.9%
-30.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.6% |
| 7D | 0.0% | -5.8% | +5.8% | +0.5% |
| 30D | -1.0% | -11.4% | +10.4% | 0.0% |
| 3M | +15.8% | -12.2% | +28.0% | +17.0% |
| 6M | -1.0% | -5.2% | +4.2% | -1.0% |
| YTD | +7.4% | -4.5% | +11.9% | +7.2% |
| 1Y | -0.1% | -45.4% | +45.3% | +8.1% |
| 3Y | +66.3% | +91.1% | -24.8% | +51.9% |
| All | +66.3% | +96.9% | -30.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling