+25.6%
CTAS vs SN
+156.5%
-130.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.7% |
| 7D | +7.6% | +10.6% | -3.0% | +6.0% |
| 30D | +17.2% | +20.0% | -2.8% | +14.1% |
| 3M | +12.8% | +30.4% | -17.6% | +8.2% |
| 6M | +38.0% | +91.0% | -53.0% | +25.1% |
| YTD | +22.7% | +95.9% | -73.2% | +9.9% |
| 1Y | +25.6% | +158.9% | -133.2% | +10.7% |
| All | +25.6% | +156.5% | -130.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling