+338.3%
PSX vs CTAS
+820.8%
-482.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | -7.8% | +0.7% | -8.5% | -8.2% |
| 30D | -9.9% | +11.3% | -21.2% | -14.8% |
| 3M | +16.9% | +11.4% | +5.5% | +10.2% |
| 6M | +48.0% | +35.6% | +12.3% | +24.4% |
| YTD | +98.3% | +20.7% | +77.6% | +76.3% |
| 1Y | +86.2% | +22.8% | +63.3% | +63.8% |
| 3Y | +144.0% | +73.4% | +70.6% | +69.6% |
| 5Y | +287.7% | +117.6% | +170.1% | +126.5% |
| 10Y | +338.3% | +818.4% | -480.1% | +18.3% |
| All | +338.3% | +820.8% | -482.5% | +18.3% |
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