+4.0%
SO vs CTAS
+23.8%
-19.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +4.9% | +10.2% | -5.3% | +2.7% |
| 3M | +0.8% | +12.1% | -11.3% | -1.7% |
| 6M | +0.6% | +38.3% | -37.7% | -5.8% |
| YTD | +8.7% | +21.9% | -13.2% | +2.6% |
| 1Y | +4.0% | +24.0% | -20.1% | -2.0% |
| All | +4.0% | +23.8% | -19.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling