+114.6%
CTAS vs SFM
+230.0%
-115.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.2% | -4.4% | +4.2% | +0.3% |
| 3M | +11.7% | +1.5% | +10.2% | +11.1% |
| 6M | +0.7% | +6.5% | -5.8% | -0.8% |
| YTD | +7.4% | +2.2% | +5.2% | +6.2% |
| 1Y | -2.1% | -41.9% | +39.8% | +5.0% |
| 3Y | +62.9% | +106.8% | -43.8% | +42.0% |
| All | +114.6% | +230.0% | -115.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling