-24.4%
GOOGL vs CTAS
+37.0%
-61.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.2% |
| 7D | +1.6% | -0.8% | +2.3% | +1.5% |
| 30D | -16.8% | +10.7% | -27.5% | -16.6% |
| 3M | -14.6% | +11.0% | -25.6% | -14.6% |
| 6M | -24.4% | +38.7% | -63.1% | -26.6% |
| All | -24.4% | +37.0% | -61.4% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling