+111.0%
CTAS vs Z
-67.0%
+178.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.9% |
| 7D | 0.0% | -3.3% | +3.2% | +0.4% |
| 30D | -1.0% | -3.7% | +2.7% | -0.7% |
| 3M | +15.8% | -7.0% | +22.7% | +16.4% |
| 6M | -1.0% | -29.5% | +28.5% | +3.0% |
| YTD | +7.4% | -52.6% | +60.0% | +17.3% |
| 1Y | -0.1% | -64.0% | +63.9% | +12.9% |
| 3Y | +66.3% | -36.4% | +102.7% | +69.3% |
| 5Y | +111.0% | -65.8% | +176.7% | +107.4% |
| All | +111.0% | -67.0% | +178.0% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling