+73.6%
CTAS vs SN
+440.0%
-366.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.7% |
| 7D | +2.0% | +1.5% | +0.4% | +1.7% |
| 30D | +8.7% | +21.5% | -12.8% | +5.7% |
| 3M | +13.3% | +20.0% | -6.8% | +10.1% |
| 6M | +39.4% | +119.9% | -80.5% | +24.3% |
| YTD | +21.5% | +102.3% | -80.8% | +9.0% |
| 1Y | +21.9% | +148.0% | -126.1% | +6.3% |
| 3Y | +73.6% | +450.0% | -376.4% | +31.4% |
| All | +73.6% | +440.0% | -366.4% | +31.4% |
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