+64.4%
CTAS vs SN
+490.7%
-426.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -1.8% | -9.3% | +7.5% | -0.8% |
| 30D | -0.2% | -4.8% | +4.6% | +0.3% |
| 3M | +11.7% | +40.4% | -28.7% | +7.1% |
| 6M | +0.7% | +50.9% | -50.2% | -4.4% |
| YTD | +7.4% | +54.9% | -47.5% | +1.5% |
| 1Y | -2.1% | +43.0% | -45.1% | -6.9% |
| 3Y | +62.9% | +391.8% | -328.9% | +41.1% |
| All | +64.4% | +490.7% | -426.2% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling