+96.9%
PSX vs CTAS
+25.6%
+71.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.6% |
| 7D | -5.2% | +7.6% | -12.8% | -5.6% |
| 30D | -3.7% | +17.2% | -21.0% | -3.9% |
| 3M | +26.8% | +12.8% | +14.0% | +26.6% |
| 6M | +47.3% | +38.0% | +9.3% | +45.9% |
| YTD | +105.4% | +22.7% | +82.7% | +106.3% |
| 1Y | +96.9% | +25.6% | +71.3% | +94.0% |
| All | +96.9% | +25.6% | +71.3% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling