+6,268.1%
SO vs CTAS
+25,665.7%
-19,397.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -1.5% | +1.2% | -2.6% | -1.7% |
| 30D | +8.1% | +12.8% | -4.7% | +5.8% |
| 3M | +0.2% | +10.3% | -10.1% | -1.5% |
| 6M | +0.4% | +32.0% | -31.6% | -4.5% |
| YTD | +8.5% | +19.1% | -10.6% | +4.9% |
| 1Y | +4.9% | +21.5% | -16.5% | +1.1% |
| 3Y | +47.9% | +76.0% | -28.1% | +32.9% |
| 5Y | +75.7% | +110.9% | -35.2% | +52.5% |
| 10Y | +178.0% | +849.8% | -671.8% | +90.8% |
| All | +6,268.1% | +25,665.7% | -19,397.6% | +3,097.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling