+186.8%
SO vs CTAS
+848.9%
-662.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +8.6% | +10.3% | -1.7% | +5.1% |
| 3M | +1.8% | +10.2% | -8.4% | -1.6% |
| 6M | +3.6% | +34.4% | -30.7% | -6.4% |
| YTD | +9.9% | +19.6% | -9.6% | +2.9% |
| 1Y | +5.7% | +21.8% | -16.1% | -1.7% |
| 3Y | +52.5% | +74.1% | -21.6% | +22.8% |
| 5Y | +77.3% | +114.0% | -36.7% | +31.1% |
| 10Y | +186.8% | +813.9% | -627.2% | +47.4% |
| All | +186.8% | +848.9% | -662.1% | +47.4% |
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