+2,049.5%
CTAS vs SGI
+2,083.6%
-34.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.8% | +8.5% | -10.4% | -3.4% |
| 30D | -0.2% | +0.7% | -0.9% | -0.5% |
| 3M | +11.7% | +0.6% | +11.1% | +11.1% |
| 6M | +0.7% | -17.9% | +18.7% | +3.7% |
| YTD | +7.4% | -21.2% | +28.6% | +11.2% |
| 1Y | -2.1% | -18.9% | +16.8% | +0.5% |
| 3Y | +62.9% | +52.6% | +10.3% | +45.2% |
| 5Y | +111.9% | +60.7% | +51.2% | +81.6% |
| 10Y | +652.2% | +278.1% | +374.1% | +399.2% |
| All | +2,049.5% | +2,083.6% | -34.1% | +733.9% |
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