+662.9%
CTAS vs SM
+12.3%
+650.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.3% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -1.0% | +31.5% | -32.5% | -3.7% |
| 3M | +15.8% | +17.3% | -1.6% | +13.6% |
| 6M | -1.0% | +48.5% | -49.5% | -5.6% |
| YTD | +7.4% | +106.3% | -98.8% | -1.0% |
| 1Y | -0.1% | +47.3% | -47.4% | -5.1% |
| 3Y | +66.3% | -1.4% | +67.7% | +61.0% |
| 5Y | +111.0% | +114.0% | -3.1% | +84.3% |
| 10Y | +662.9% | +12.5% | +650.4% | +412.2% |
| All | +662.9% | +12.3% | +650.6% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling