+25.6%
CTAS vs SRE
-7.5%
+33.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.9% |
| 7D | +7.6% | -2.1% | +9.7% | +8.0% |
| 30D | +17.2% | +6.1% | +11.1% | +15.8% |
| 3M | +12.8% | -3.5% | +16.3% | +13.3% |
| 6M | +38.0% | -10.8% | +48.8% | +40.5% |
| YTD | +22.7% | -4.0% | +26.7% | +22.3% |
| 1Y | +25.6% | -7.7% | +33.3% | +25.7% |
| All | +25.6% | -7.5% | +33.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling