+152.5%
PSX vs CTAS
+73.4%
+79.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -8.0% | -0.7% | -7.3% | -7.9% |
| 30D | -9.0% | +10.3% | -19.3% | -10.8% |
| 3M | +24.7% | +10.2% | +14.6% | +22.3% |
| 6M | +49.3% | +34.4% | +15.0% | +39.4% |
| YTD | +100.2% | +19.6% | +80.6% | +92.3% |
| 1Y | +88.8% | +21.8% | +67.1% | +80.3% |
| 3Y | +152.5% | +74.1% | +78.4% | +134.9% |
| All | +152.5% | +73.4% | +79.1% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling