+3.2%
CTAS vs SNDU
+218.8%
-215.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -1.1% |
| 7D | -1.3% | +16.8% | -18.1% | -0.5% |
| 30D | -3.1% | +64.3% | -67.3% | -0.3% |
| 3M | +10.3% | -36.7% | +47.0% | +11.8% |
| All | +3.2% | +218.8% | -215.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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