+70.8%
SAP vs CTAS
+109.9%
-39.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.3% |
| 7D | -0.7% | +1.2% | -1.8% | -1.2% |
| 30D | +11.1% | +12.8% | -1.7% | +4.7% |
| 3M | +17.0% | +10.3% | +6.8% | +11.3% |
| 6M | +34.8% | +32.0% | +2.8% | +17.4% |
| YTD | -2.2% | +19.1% | -21.4% | -10.8% |
| 1Y | -6.4% | +21.5% | -27.9% | -15.5% |
| 3Y | +75.1% | +76.0% | -0.9% | +23.2% |
| All | +70.8% | +109.9% | -39.2% | -0.7% |
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 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