+18.4%
GE vs CTAS
+0.1%
+18.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -11.3% | -1.1% | -10.2% | -11.1% |
| 3M | -1.4% | +11.5% | -12.9% | -3.9% |
| 6M | +1.2% | +0.2% | +1.0% | -0.2% |
| YTD | +5.9% | +7.2% | -1.2% | +4.3% |
| 1Y | +18.4% | 0.0% | +18.4% | +16.7% |
| All | +18.4% | +0.1% | +18.3% | +16.7% |
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