+18.0%
EBAY vs CTAS
+1.1%
+17.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.3% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | +5.6% | -0.7% | +6.4% | +5.8% |
| 3M | -1.4% | +11.1% | -12.5% | -3.2% |
| 6M | +18.2% | +2.1% | +16.1% | +19.8% |
| YTD | +24.8% | +8.0% | +16.9% | +25.7% |
| 1Y | +18.0% | -0.5% | +18.5% | +22.6% |
| All | +18.0% | +1.1% | +17.0% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling