+32,991.5%
GILD vs CTAS
+12,161.6%
+20,829.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -4.8% | +0.5% | -5.3% | -5.0% |
| 30D | +5.8% | -0.7% | +6.5% | +6.0% |
| 3M | +14.9% | +11.1% | +3.9% | +10.5% |
| 6M | -0.4% | +2.1% | -2.5% | -1.5% |
| YTD | +18.5% | +8.0% | +10.6% | +14.7% |
| 1Y | +25.1% | -0.5% | +25.6% | +24.4% |
| 3Y | +105.9% | +66.2% | +39.7% | +67.8% |
| 5Y | +143.0% | +109.2% | +33.8% | +79.6% |
| 10Y | +162.4% | +689.5% | -527.1% | +8.3% |
| All | +32,991.5% | +12,161.6% | +20,829.9% | +5,698.4% |
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