+113.3%
CTAS vs Z
-55.4%
+168.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.4% |
| 7D | +1.2% | -4.6% | +5.7% | +1.7% |
| 30D | +12.8% | +8.3% | +4.4% | +11.1% |
| 3M | +10.3% | -11.6% | +21.9% | +11.7% |
| 6M | +32.0% | -33.6% | +65.6% | +38.9% |
| YTD | +19.1% | -56.7% | +75.8% | +32.4% |
| 1Y | +21.5% | -59.1% | +80.6% | +35.9% |
| 3Y | +76.0% | -20.4% | +96.4% | +71.6% |
| All | +113.3% | -55.4% | +168.7% | +113.5% |
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 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