+11,908.8%
GOOGL vs CTAS
+2,879.9%
+9,028.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.4% |
| 30D | -15.6% | +10.2% | -25.8% | -19.8% |
| 3M | -13.0% | +12.1% | -25.1% | -18.1% |
| 6M | -22.8% | +38.3% | -61.1% | -34.9% |
| YTD | -4.4% | +21.9% | -26.3% | -14.6% |
| 1Y | +4.5% | +24.0% | -19.6% | -7.7% |
| 3Y | +127.4% | +75.1% | +52.3% | +64.0% |
| 5Y | +102.8% | +116.9% | -14.1% | +31.2% |
| 10Y | +681.5% | +821.3% | -139.8% | +135.7% |
| All | +11,908.8% | +2,879.9% | +9,028.9% | +1,596.7% |
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