+116.0%
CTAS vs SIRI
-41.4%
+157.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +2.0% | -1.7% | +3.7% | +2.2% |
| 30D | +8.7% | +21.1% | -12.4% | +6.3% |
| 3M | +13.3% | +14.7% | -1.4% | +11.4% |
| 6M | +39.4% | +22.9% | +16.5% | +36.0% |
| YTD | +21.5% | +65.7% | -44.3% | +14.4% |
| 1Y | +21.9% | +53.5% | -31.6% | +15.7% |
| 3Y | +73.6% | -23.0% | +96.6% | +73.3% |
| All | +116.0% | -41.4% | +157.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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