+2,883.5%
GE vs CTAS
+23,129.2%
-20,245.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | +3.0% | +11.7% | -8.7% | -1.9% |
| 6M | -0.5% | +0.7% | -1.2% | -1.6% |
| YTD | +9.7% | +7.4% | +2.3% | +5.9% |
| 1Y | +20.0% | -2.1% | +22.1% | +19.7% |
| 3Y | +275.8% | +62.9% | +212.9% | +206.8% |
| 5Y | +429.1% | +111.9% | +317.2% | +289.8% |
| 10Y | +151.2% | +652.2% | -501.0% | +15.8% |
| All | +2,883.5% | +23,129.2% | -20,245.7% | +482.9% |
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