+436.7%
GE vs CTAS
+114.7%
+322.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -9.5% | -1.0% | -8.5% | -9.1% |
| 3M | +4.1% | +15.8% | -11.6% | -4.4% |
| 6M | +3.9% | -1.0% | +4.9% | +3.6% |
| YTD | +9.0% | +7.4% | +1.6% | +3.9% |
| 1Y | +21.9% | -0.1% | +22.1% | +20.5% |
| 3Y | +281.8% | +66.3% | +215.5% | +174.0% |
| 5Y | +436.7% | +111.0% | +325.8% | +217.3% |
| All | +436.7% | +114.7% | +322.0% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling