+1,112.1%
PSX vs CTAS
+2,385.5%
-1,273.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | -1.8% | +6.4% | +5.5% |
| 30D | +26.6% | -0.2% | +26.8% | +26.6% |
| 3M | +39.3% | +11.7% | +27.6% | +29.9% |
| 6M | +56.8% | +0.7% | +56.1% | +53.8% |
| YTD | +101.8% | +7.4% | +94.4% | +90.7% |
| 1Y | +99.6% | -2.1% | +101.7% | +98.1% |
| 3Y | +140.3% | +62.9% | +77.4% | +71.1% |
| 5Y | +339.3% | +111.9% | +227.4% | +156.0% |
| 10Y | +369.9% | +652.2% | -282.3% | +23.5% |
| All | +1,112.1% | +2,385.5% | -1,273.4% | +42.1% |
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 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