+2,521.8%
IBM vs CTAS
+25,665.7%
-23,143.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -5.0% | +1.2% | -6.1% | -5.3% |
| 30D | +11.1% | +12.8% | -1.7% | +6.9% |
| 3M | +5.7% | +10.3% | -4.6% | +2.3% |
| 6M | +10.1% | +32.0% | -21.9% | +0.4% |
| YTD | -15.6% | +19.1% | -34.7% | -20.6% |
| 1Y | -19.5% | +21.5% | -41.0% | -24.8% |
| 3Y | +80.4% | +76.0% | +4.4% | +48.5% |
| 5Y | +140.0% | +110.9% | +29.1% | +84.4% |
| 10Y | +155.0% | +849.8% | -694.8% | +20.3% |
| All | +2,521.8% | +25,665.7% | -23,143.9% | +459.6% |
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 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