+3,570.1%
CTAS vs SRE
+1,451.4%
+2,118.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +2.0% | +1.8% | +0.2% | +1.2% |
| 30D | +8.7% | -3.0% | +11.7% | +10.0% |
| 3M | +13.3% | -7.3% | +20.5% | +16.7% |
| 6M | +39.4% | -11.9% | +51.3% | +46.6% |
| YTD | +21.5% | -7.9% | +29.4% | +24.7% |
| 1Y | +21.9% | -11.1% | +33.0% | +27.1% |
| 3Y | +73.6% | +24.8% | +48.8% | +51.0% |
| 5Y | +116.2% | +52.4% | +63.8% | +69.9% |
| 10Y | +818.2% | +127.9% | +690.3% | +491.0% |
| All | +3,570.1% | +1,451.4% | +2,118.7% | +766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling