+66.2%
CTAS vs SNY
-9.6%
+75.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.5% | -3.3% | +3.8% | +1.0% |
| 30D | -0.7% | -2.2% | +1.4% | -0.4% |
| 3M | +11.1% | -3.0% | +14.1% | +11.6% |
| 6M | +2.1% | +2.7% | -0.6% | +1.9% |
| YTD | +8.0% | -6.8% | +14.8% | +8.9% |
| 1Y | -0.5% | -5.3% | +4.8% | +0.1% |
| 3Y | +66.2% | -9.8% | +76.0% | +67.7% |
| All | +66.2% | -9.6% | +75.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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