+1,068.6%
CTAS vs Z
+10.9%
+1,057.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.2% |
| 7D | -0.7% | -5.2% | +4.4% | 0.0% |
| 30D | +10.3% | +5.7% | +4.5% | +8.9% |
| 3M | +10.2% | -8.7% | +18.9% | +11.1% |
| 6M | +34.4% | -26.0% | +60.3% | +39.6% |
| YTD | +19.6% | -55.0% | +74.6% | +33.5% |
| 1Y | +21.8% | -58.0% | +79.8% | +37.2% |
| 3Y | +74.1% | -15.2% | +89.3% | +68.9% |
| 5Y | +114.0% | -53.8% | +167.9% | +120.0% |
| 10Y | +813.9% | -14.5% | +828.5% | +646.3% |
| All | +1,068.6% | +10.9% | +1,057.7% | +801.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling