+80.7%
SAP vs CTAS
+115.9%
-35.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +2.0% | -1.4% | -0.4% |
| 30D | +6.5% | +8.7% | -2.2% | +2.2% |
| 3M | +12.2% | +13.3% | -1.0% | +5.4% |
| 6M | +46.1% | +39.4% | +6.7% | +23.8% |
| YTD | -1.6% | +21.5% | -23.1% | -11.2% |
| 1Y | -5.1% | +21.9% | -27.0% | -14.5% |
| 3Y | +68.4% | +73.6% | -5.3% | +19.6% |
| All | +80.7% | +115.9% | -35.1% | +4.6% |
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 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