+76.0%
CTAS vs SN
+397.9%
-321.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.2% |
| 7D | +1.2% | +7.2% | -6.0% | +0.1% |
| 30D | +12.8% | +20.4% | -7.6% | +9.8% |
| 3M | +10.3% | +23.9% | -13.6% | +6.8% |
| 6M | +32.0% | +93.0% | -61.1% | +19.9% |
| YTD | +19.1% | +99.2% | -80.1% | +7.2% |
| 1Y | +21.5% | +142.6% | -121.1% | +6.4% |
| 3Y | +76.0% | +398.8% | -322.8% | +35.9% |
| All | +76.0% | +397.9% | -321.9% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling