+363.8%
PSX vs CTAS
+114.7%
+249.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.8% | 0.0% | +2.9% | +2.8% |
| 30D | +27.8% | -1.0% | +28.8% | +28.0% |
| 3M | +42.0% | +15.8% | +26.3% | +36.2% |
| 6M | +58.1% | -1.0% | +59.1% | +58.2% |
| YTD | +105.0% | +7.4% | +97.6% | +100.1% |
| 1Y | +104.9% | -0.1% | +105.0% | +104.2% |
| 3Y | +134.1% | +66.3% | +67.8% | +99.0% |
| 5Y | +363.8% | +111.0% | +252.9% | +254.9% |
| All | +363.8% | +114.7% | +249.1% | +254.9% |
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 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