+222.9%
SAP vs CTAS
+848.9%
-626.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | +10.5% | +10.3% | +0.3% | +5.7% |
| 3M | +15.2% | +10.2% | +5.0% | +10.0% |
| 6M | +36.7% | +34.4% | +2.3% | +19.4% |
| YTD | -0.6% | +19.6% | -20.1% | -8.8% |
| 1Y | -4.1% | +21.8% | -25.9% | -12.8% |
| 3Y | +73.2% | +74.1% | -0.9% | +31.1% |
| 5Y | +74.1% | +114.0% | -39.9% | +18.5% |
| 10Y | +222.9% | +813.9% | -591.0% | +19.6% |
| All | +222.9% | +848.9% | -626.0% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling