+12,923.5%
CTAS vs SM
+1,608.3%
+11,315.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.2% | +26.3% | -26.5% | -3.0% |
| 3M | +11.7% | +8.7% | +3.0% | +10.1% |
| 6M | +0.7% | +51.7% | -51.0% | -5.1% |
| YTD | +7.4% | +99.0% | -91.6% | -2.2% |
| 1Y | -2.1% | +34.6% | -36.7% | -7.1% |
| 3Y | +62.9% | -7.8% | +70.7% | +57.9% |
| 5Y | +111.9% | +104.8% | +7.1% | +80.2% |
| 10Y | +652.2% | +7.2% | +644.9% | +421.1% |
| All | +12,923.5% | +1,608.3% | +11,315.2% | +4,819.0% |
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