+2,186.0%
CTAS vs SNY
+241.9%
+1,944.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.5% | -3.3% | +3.8% | +1.8% |
| 30D | -0.7% | -2.2% | +1.4% | 0.0% |
| 3M | +11.1% | -3.0% | +14.1% | +12.3% |
| 6M | +2.1% | +2.7% | -0.6% | +0.9% |
| YTD | +8.0% | -6.8% | +14.8% | +10.4% |
| 1Y | -0.5% | -5.3% | +4.8% | +0.7% |
| 3Y | +66.2% | -9.8% | +76.0% | +65.7% |
| 5Y | +109.2% | +9.7% | +99.5% | +88.6% |
| 10Y | +689.5% | +64.5% | +625.0% | +492.5% |
| All | +2,186.0% | +241.9% | +1,944.1% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling