+283.2%
PSX vs CTAS
+114.0%
+169.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | +24.7% | +10.2% | +14.6% | +21.7% |
| 6M | +49.3% | +34.4% | +15.0% | +37.9% |
| YTD | +100.2% | +19.6% | +80.6% | +90.3% |
| 1Y | +88.8% | +21.8% | +67.1% | +78.5% |
| 3Y | +152.5% | +74.1% | +78.4% | +113.7% |
| 5Y | +283.2% | +114.0% | +169.2% | +194.5% |
| All | +283.2% | +114.0% | +169.2% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling