+386.6%
PSX vs CTAS
+665.9%
-279.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | +1.8% | +1.0% | +0.8% | +1.3% |
| 30D | +21.6% | -1.1% | +22.7% | +22.2% |
| 3M | +46.5% | +11.5% | +35.0% | +37.1% |
| 6M | +62.0% | +0.2% | +61.8% | +59.5% |
| YTD | +106.3% | +7.2% | +99.1% | +95.5% |
| 1Y | +103.0% | 0.0% | +103.0% | +99.2% |
| 3Y | +135.5% | +65.9% | +69.6% | +66.2% |
| 5Y | +368.5% | +109.6% | +258.9% | +175.3% |
| 10Y | +386.6% | +683.8% | -297.2% | +38.1% |
| All | +386.6% | +665.9% | -279.3% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling