+197.2%
SO vs CTAS
+816.6%
-619.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +7.8% | +10.7% | -2.9% | +4.2% |
| 3M | +2.9% | +11.0% | -8.1% | -0.7% |
| 6M | +2.5% | +38.7% | -36.3% | -8.5% |
| YTD | +10.3% | +21.8% | -11.5% | +2.6% |
| 1Y | +6.4% | +23.6% | -17.2% | -1.6% |
| 3Y | +52.8% | +74.9% | -22.1% | +22.9% |
| 5Y | +78.7% | +119.5% | -40.8% | +31.0% |
| All | +197.2% | +816.6% | -619.4% | +56.2% |
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