+780.7%
GOOG vs CTAS
+687.6%
+93.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -2.0% | -0.7% | -1.2% | -1.7% |
| 3M | -5.9% | +11.1% | -16.9% | -11.1% |
| 6M | +8.9% | +2.1% | +6.8% | +6.8% |
| YTD | +7.1% | +8.0% | -0.9% | +2.1% |
| 1Y | +39.7% | -0.5% | +40.2% | +37.9% |
| 3Y | +145.8% | +66.2% | +79.6% | +80.8% |
| 5Y | +138.6% | +109.2% | +29.4% | +55.8% |
| All | +780.7% | +687.6% | +93.1% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling