+34,247.0%
CTSH vs CTAS
+3,150.6%
+31,096.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | +12.4% | -0.2% | +12.6% | +12.5% |
| 3M | +17.4% | +11.7% | +5.7% | +10.5% |
| 6M | -3.1% | +0.7% | -3.8% | -3.8% |
| YTD | -23.6% | +7.4% | -31.0% | -26.7% |
| 1Y | -10.8% | -2.1% | -8.7% | -10.3% |
| 3Y | -8.3% | +62.9% | -71.2% | -31.3% |
| 5Y | -11.3% | +111.9% | -123.2% | -42.8% |
| 10Y | +22.6% | +652.2% | -629.6% | -62.2% |
| All | +34,247.0% | +3,150.6% | +31,096.4% | +3,414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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