+818.6%
CTAS vs Z
-19.3%
+837.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +10.2% | +3.0% | +7.3% | +9.3% |
| 3M | +12.1% | -13.4% | +25.5% | +14.0% |
| 6M | +38.3% | -27.3% | +65.6% | +44.2% |
| YTD | +21.9% | -57.8% | +79.7% | +37.8% |
| 1Y | +24.0% | -60.0% | +84.0% | +41.2% |
| 3Y | +75.1% | -21.5% | +96.7% | +71.7% |
| 5Y | +116.9% | -55.0% | +171.9% | +123.7% |
| All | +818.6% | -19.3% | +837.8% | +659.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling