+2,336.7%
CTAS vs SGI
+1,852.9%
+483.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | -10.5% | +9.7% | +1.3% |
| 30D | +10.7% | +0.1% | +10.6% | +10.5% |
| 3M | +11.0% | -4.0% | +15.0% | +11.5% |
| 6M | +38.7% | -5.6% | +44.4% | +39.3% |
| YTD | +21.8% | -29.5% | +51.3% | +28.6% |
| 1Y | +23.6% | -31.5% | +55.1% | +31.1% |
| 3Y | +74.9% | +71.6% | +3.3% | +52.4% |
| 5Y | +119.5% | +50.5% | +68.9% | +90.3% |
| 10Y | +820.2% | +333.9% | +486.3% | +502.3% |
| All | +2,336.7% | +1,852.9% | +483.8% | +864.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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