+1,102.3%
PSX vs CTAS
+2,666.8%
-1,564.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -8.0% | -0.7% | -7.3% | -7.7% |
| 30D | -9.0% | +10.3% | -19.3% | -13.8% |
| 3M | +24.7% | +10.2% | +14.6% | +18.0% |
| 6M | +49.3% | +34.4% | +15.0% | +25.6% |
| YTD | +100.2% | +19.6% | +80.6% | +78.2% |
| 1Y | +88.8% | +21.8% | +67.1% | +66.3% |
| 3Y | +152.5% | +74.1% | +78.4% | +74.1% |
| 5Y | +283.2% | +114.0% | +169.2% | +124.8% |
| 10Y | +345.8% | +813.9% | -468.1% | +4.7% |
| All | +1,102.3% | +2,666.8% | -1,564.6% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling