+23,263.3%
CTAS vs SU
+60,758.6%
-37,495.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | -1.0% | +0.9% | 0.0% |
| 30D | -1.0% | +13.7% | -14.7% | -1.0% |
| 3M | +15.8% | +8.0% | +7.7% | +15.7% |
| 6M | -1.0% | +21.0% | -22.0% | -1.0% |
| YTD | +7.4% | +56.2% | -48.8% | +7.3% |
| 1Y | -0.1% | +72.2% | -72.3% | -0.2% |
| 3Y | +66.3% | +118.1% | -51.8% | +66.1% |
| 5Y | +111.0% | +350.3% | -239.3% | +110.4% |
| 10Y | +662.9% | +248.5% | +414.4% | +661.1% |
| All | +23,263.3% | +60,758.6% | -37,495.4% | +22,828.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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