+73.6%
CTAS vs Z
-18.1%
+91.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.8% |
| 7D | +2.0% | +0.8% | +1.1% | +1.8% |
| 30D | +8.7% | +5.2% | +3.5% | +7.7% |
| 3M | +13.3% | -17.0% | +30.3% | +15.4% |
| 6M | +39.4% | -22.7% | +62.0% | +42.6% |
| YTD | +21.5% | -56.3% | +77.8% | +31.8% |
| 1Y | +21.9% | -57.7% | +79.5% | +32.6% |
| 3Y | +73.6% | -16.5% | +90.2% | +72.3% |
| All | +73.6% | -18.1% | +91.8% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling