+76.0%
CTAS vs SNAP
-53.8%
+129.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | +1.2% | -7.1% | +8.3% | +1.5% |
| 30D | +12.8% | -14.6% | +27.4% | +13.7% |
| 3M | +10.3% | -5.0% | +15.3% | +10.4% |
| 6M | +32.0% | -18.8% | +50.8% | +32.9% |
| YTD | +19.1% | -38.5% | +57.7% | +21.0% |
| 1Y | +21.5% | -38.1% | +59.6% | +23.2% |
| 3Y | +76.0% | -53.8% | +129.8% | +64.7% |
| All | +76.0% | -53.8% | +129.9% | +64.7% |
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