+102.5%
PSX vs CTAS
-0.4%
+102.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.5% |
| 30D | +15.8% | -3.1% | +18.9% | +15.9% |
| 3M | +43.0% | +10.3% | +32.7% | +42.4% |
| 6M | +61.1% | +1.6% | +59.4% | +63.4% |
| YTD | +104.5% | +6.3% | +98.2% | +106.3% |
| 1Y | +102.5% | -0.5% | +103.0% | +104.1% |
| All | +102.5% | -0.4% | +102.9% | +104.1% |
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 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