+949.8%
CTAS vs Z
+25.1%
+924.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | -0.2% | -4.2% | +4.0% | +0.3% |
| 3M | +11.7% | -3.7% | +15.4% | +11.9% |
| 6M | +0.7% | -24.5% | +25.2% | +4.6% |
| YTD | +7.4% | -49.3% | +56.7% | +18.2% |
| 1Y | -2.1% | -58.7% | +56.6% | +10.8% |
| 3Y | +62.9% | -34.1% | +97.1% | +65.6% |
| 5Y | +111.9% | -64.5% | +176.4% | +126.3% |
| 10Y | +652.2% | -0.5% | +652.7% | +502.7% |
| All | +949.8% | +25.1% | +924.7% | +698.1% |
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