+152.0%
GE vs CTAS
+665.9%
-513.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | -11.3% | -1.1% | -10.2% | -10.8% |
| 3M | -1.4% | +11.5% | -12.9% | -8.0% |
| 6M | +1.2% | +0.2% | +1.0% | 0.0% |
| YTD | +5.9% | +7.2% | -1.2% | +0.7% |
| 1Y | +18.4% | 0.0% | +18.4% | +16.4% |
| 3Y | +271.0% | +65.9% | +205.1% | +170.6% |
| 5Y | +417.9% | +109.6% | +308.4% | +227.3% |
| 10Y | +152.0% | +683.8% | -531.8% | -8.3% |
| All | +152.0% | +665.9% | -513.9% | -8.3% |
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