+116.0%
CTAS vs SNAP
-90.3%
+206.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.0% | +6.0% | -4.1% | +1.5% |
| 30D | +8.7% | -13.8% | +22.5% | +9.7% |
| 3M | +13.3% | -0.8% | +14.0% | +13.0% |
| 6M | +39.4% | -6.2% | +45.6% | +39.2% |
| YTD | +21.5% | -34.8% | +56.3% | +23.7% |
| 1Y | +21.9% | -38.7% | +60.6% | +24.6% |
| 3Y | +73.6% | -53.5% | +127.1% | +74.7% |
| All | +116.0% | -90.3% | +206.3% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling