+23,259.7%
CTAS vs TECH
+101,053.8%
-77,794.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.2% | +0.7% | -0.9% | -0.3% |
| 3M | +11.7% | +36.3% | -24.7% | +4.8% |
| 6M | +0.7% | +25.6% | -24.9% | -4.9% |
| YTD | +7.4% | +23.7% | -16.3% | +1.5% |
| 1Y | -2.1% | +37.6% | -39.7% | -9.8% |
| 3Y | +62.9% | -6.6% | +69.5% | +57.5% |
| 5Y | +111.9% | -42.2% | +154.1% | +121.7% |
| 10Y | +652.2% | +187.6% | +464.6% | +482.0% |
| All | +23,259.7% | +101,053.8% | -77,794.1% | +10,996.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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