+4,815.5%
KO vs CTAS
+26,175.4%
-21,359.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.7% | +2.0% | +1.8% | +3.3% |
| 30D | +8.1% | +8.7% | -0.6% | +6.1% |
| 3M | +14.2% | +13.3% | +0.9% | +11.0% |
| 6M | +25.2% | +39.4% | -14.2% | +16.0% |
| YTD | +44.7% | +21.5% | +23.2% | +38.1% |
| 1Y | +43.4% | +21.9% | +21.5% | +36.6% |
| 3Y | +90.1% | +73.6% | +16.4% | +66.1% |
| 5Y | +103.0% | +116.2% | -13.3% | +67.9% |
| 10Y | +229.8% | +818.2% | -588.4% | +98.9% |
| All | +4,815.5% | +26,175.4% | -21,359.9% | +1,407.7% |
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