+4,210.3%
KO vs CTAS
+23,079.4%
-18,869.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +0.8% | -1.1% | +1.8% | +1.0% |
| 3M | +8.3% | +11.5% | -3.2% | +5.6% |
| 6M | +14.0% | +0.2% | +13.9% | +13.7% |
| YTD | +26.9% | +7.2% | +19.7% | +24.6% |
| 1Y | +32.7% | 0.0% | +32.7% | +32.1% |
| 3Y | +63.9% | +65.9% | -2.0% | +44.8% |
| 5Y | +81.7% | +109.6% | -27.8% | +51.5% |
| 10Y | +183.0% | +683.8% | -500.7% | +76.7% |
| All | +4,210.3% | +23,079.4% | -18,869.1% | +1,260.2% |
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