+162.0%
SO vs CTAS
+665.9%
-503.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -2.5% | -1.1% | -1.4% | -2.2% |
| 3M | -4.2% | +11.5% | -15.7% | -7.8% |
| 6M | -7.7% | +0.2% | -7.8% | -8.2% |
| YTD | +3.8% | +7.2% | -3.4% | +0.8% |
| 1Y | +0.1% | 0.0% | +0.1% | -0.7% |
| 3Y | +44.2% | +65.9% | -21.7% | +17.9% |
| 5Y | +57.9% | +109.6% | -51.7% | +17.4% |
| 10Y | +162.0% | +683.8% | -521.8% | +40.4% |
| All | +162.0% | +665.9% | -503.9% | +40.4% |
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