+13,444.1%
GOOG vs CTAS
+2,525.6%
+10,918.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -6.8% | -0.2% | -6.6% | -6.8% |
| 3M | -9.1% | +11.7% | -20.8% | -14.5% |
| 6M | +10.7% | +0.7% | +10.0% | +9.1% |
| YTD | +7.1% | +7.4% | -0.3% | +2.1% |
| 1Y | +44.6% | -2.1% | +46.7% | +43.6% |
| 3Y | +147.4% | +62.9% | +84.5% | +85.5% |
| 5Y | +133.8% | +111.9% | +21.9% | +53.8% |
| 10Y | +777.5% | +652.2% | +125.3% | +193.8% |
| All | +13,444.1% | +2,525.6% | +10,918.5% | +1,948.1% |
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