+41.9%
CVS vs CTAS
+665.9%
-623.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | -1.1% | +11.5% | -12.6% | -4.8% |
| 6M | +23.7% | +0.2% | +23.5% | +23.0% |
| YTD | +23.0% | +7.2% | +15.8% | +19.6% |
| 1Y | +37.2% | 0.0% | +37.2% | +36.2% |
| 3Y | +62.4% | +65.9% | -3.5% | +34.2% |
| 5Y | +31.8% | +109.6% | -77.7% | -0.6% |
| 10Y | +41.9% | +683.8% | -641.8% | -21.4% |
| All | +41.9% | +665.9% | -623.9% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling