+56.4%
SAP vs CTAS
+113.1%
-56.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.9% | -1.8% | -1.1% | -2.0% |
| 30D | +9.0% | -0.2% | +9.2% | +9.1% |
| 3M | +14.9% | +11.7% | +3.3% | +8.8% |
| 6M | +11.9% | +0.7% | +11.2% | +11.1% |
| YTD | -9.9% | +7.4% | -17.3% | -13.4% |
| 1Y | -19.5% | -2.1% | -17.4% | -19.2% |
| 3Y | +61.8% | +62.9% | -1.1% | +18.4% |
| All | +56.4% | +113.1% | -56.7% | -6.5% |
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