+740.7%
GOOGL vs CTAS
+675.6%
+65.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.2% |
| 30D | -3.2% | -3.1% | -0.1% | -1.8% |
| 3M | -6.6% | +10.3% | -16.9% | -11.5% |
| 6M | +8.5% | +1.6% | +6.8% | +6.6% |
| YTD | +6.5% | +6.3% | +0.1% | +2.2% |
| 1Y | +39.4% | -0.5% | +39.9% | +37.5% |
| 3Y | +146.2% | +64.6% | +81.6% | +81.3% |
| 5Y | +138.3% | +106.0% | +32.3% | +56.0% |
| All | +740.7% | +675.6% | +65.0% | +203.0% |
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