+73.6%
CTAS vs SM
-3.9%
+77.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.0% | +9.4% | -7.4% | +1.4% |
| 30D | +8.7% | -14.4% | +23.1% | +9.5% |
| 3M | +13.3% | +1.6% | +11.7% | +12.6% |
| 6M | +39.4% | +6.3% | +33.0% | +37.6% |
| YTD | +21.5% | +78.8% | -57.3% | +13.5% |
| 1Y | +21.9% | +83.1% | -61.3% | +13.5% |
| 3Y | +73.6% | -5.9% | +79.6% | +67.8% |
| All | +73.6% | -3.9% | +77.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling