+132.5%
GOOGL vs CTAS
+110.0%
+22.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -1.9% | +1.0% | -2.8% | -2.3% |
| 30D | -7.5% | -1.1% | -6.4% | -7.1% |
| 3M | -9.2% | +11.5% | -20.7% | -14.5% |
| 6M | +8.1% | +0.2% | +7.9% | +7.2% |
| YTD | +5.8% | +7.2% | -1.3% | +1.1% |
| 1Y | +38.3% | 0.0% | +38.4% | +36.6% |
| 3Y | +144.8% | +65.9% | +78.8% | +59.3% |
| 5Y | +132.5% | +109.6% | +23.0% | +21.1% |
| All | +132.5% | +110.0% | +22.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling