+2,895.1%
GE vs CTAS
+26,004.1%
-23,109.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +9.6% | +11.3% | -1.7% | +5.1% |
| 3M | -7.7% | +11.4% | -19.1% | -11.7% |
| 6M | +14.0% | +35.6% | -21.6% | +0.5% |
| YTD | +10.2% | +20.7% | -10.5% | +1.4% |
| 1Y | +8.9% | +22.8% | -13.9% | -0.5% |
| 3Y | +273.7% | +73.4% | +200.2% | +197.2% |
| 5Y | +410.2% | +117.6% | +292.6% | +270.9% |
| 10Y | +157.4% | +818.4% | -661.0% | +10.2% |
| All | +2,895.1% | +26,004.1% | -23,109.0% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling