+192.9%
SO vs CTAS
+817.6%
-624.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +4.9% | +10.2% | -5.3% | +1.6% |
| 3M | +0.8% | +12.1% | -11.3% | -3.1% |
| 6M | +0.6% | +38.3% | -37.7% | -10.0% |
| YTD | +8.7% | +21.9% | -13.2% | +1.0% |
| 1Y | +4.0% | +24.0% | -20.1% | -4.0% |
| 3Y | +50.6% | +75.1% | -24.6% | +21.1% |
| 5Y | +77.5% | +116.9% | -39.4% | +30.7% |
| All | +192.9% | +817.6% | -624.8% | +53.8% |
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