+14,535.3%
CTAS vs SM
+1,283.9%
+13,251.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +0.7% | -19.5% | +20.2% | +3.0% |
| 30D | +11.3% | -20.2% | +31.5% | +13.9% |
| 3M | +11.4% | -6.5% | +17.9% | +11.7% |
| 6M | +35.6% | +1.6% | +34.1% | +33.9% |
| YTD | +20.7% | +61.2% | -40.5% | +12.1% |
| 1Y | +22.8% | +65.4% | -42.5% | +13.6% |
| 3Y | +73.4% | -13.0% | +86.4% | +68.6% |
| 5Y | +117.6% | -4.3% | +121.9% | +102.3% |
| 10Y | +818.4% | +3.0% | +815.4% | +537.1% |
| All | +14,535.3% | +1,283.9% | +13,251.4% | +5,537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling