+138.2%
IBM vs CTAS
+109.9%
+28.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -5.0% | +1.2% | -6.1% | -5.4% |
| 30D | +11.1% | +12.8% | -1.7% | +6.6% |
| 3M | +5.7% | +10.3% | -4.6% | +2.1% |
| 6M | +10.1% | +32.0% | -21.9% | -0.3% |
| YTD | -15.6% | +19.1% | -34.7% | -20.9% |
| 1Y | -19.5% | +21.5% | -41.0% | -25.1% |
| 3Y | +80.4% | +76.0% | +4.4% | +47.6% |
| All | +138.2% | +109.9% | +28.3% | +74.1% |
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