+74.2%
CTAS vs SNAP
-53.9%
+128.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.2% |
| 7D | +0.5% | +2.6% | -2.1% | +0.3% |
| 30D | +10.2% | -19.6% | +29.8% | +11.5% |
| 3M | +12.1% | +0.4% | +11.7% | +11.8% |
| 6M | +38.3% | -5.9% | +44.2% | +38.1% |
| YTD | +21.9% | -35.3% | +57.2% | +23.4% |
| 1Y | +24.0% | -42.6% | +66.6% | +26.2% |
| All | +74.2% | -53.9% | +128.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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