+79.2%
CTAS vs SW
+40.4%
+38.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +3.8% | +4.7% | -0.8% | +3.2% |
| 30D | +15.5% | +5.0% | +10.5% | +14.8% |
| 3M | +12.7% | -7.3% | +20.0% | +13.6% |
| 6M | +34.5% | +15.0% | +19.5% | +31.7% |
| YTD | +21.3% | +18.5% | +2.8% | +17.9% |
| 1Y | +23.1% | +27.1% | -4.1% | +18.6% |
| All | +79.2% | +40.4% | +38.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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