+194.9%
SO vs CTAS
+820.8%
-625.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +8.7% | +11.3% | -2.6% | +4.9% |
| 3M | +3.4% | +11.4% | -8.0% | -0.4% |
| 6M | +3.7% | +35.6% | -31.9% | -6.7% |
| YTD | +10.0% | +20.7% | -10.7% | +2.7% |
| 1Y | +6.6% | +22.8% | -16.2% | -1.2% |
| 3Y | +52.5% | +73.4% | -20.9% | +23.0% |
| 5Y | +76.1% | +117.6% | -41.5% | +29.4% |
| 10Y | +194.9% | +818.4% | -623.6% | +52.5% |
| All | +194.9% | +820.8% | -625.9% | +52.5% |
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