+131.6%
IBM vs CTAS
+658.8%
-527.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.1% |
| 3M | -16.8% | +15.8% | -32.5% | -21.8% |
| 6M | -9.0% | -1.0% | -8.0% | -9.2% |
| YTD | -20.1% | +7.4% | -27.5% | -22.8% |
| 1Y | -7.0% | -0.1% | -6.9% | -7.7% |
| 3Y | +72.4% | +66.3% | +6.1% | +36.8% |
| 5Y | +112.0% | +111.0% | +1.0% | +49.2% |
| 10Y | +131.6% | +662.9% | -531.3% | -0.7% |
| All | +131.6% | +658.8% | -527.3% | -0.7% |
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 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