+5,976.4%
SO vs CTAS
+23,129.2%
-17,152.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | -1.8% | +1.7% | +0.2% |
| 30D | -4.6% | -0.2% | -4.4% | -4.6% |
| 3M | -3.0% | +11.7% | -14.7% | -5.0% |
| 6M | -8.3% | +0.7% | -9.0% | -8.6% |
| YTD | +3.5% | +7.4% | -3.9% | +2.0% |
| 1Y | -0.9% | -2.1% | +1.2% | -0.9% |
| 3Y | +45.4% | +62.9% | -17.6% | +32.5% |
| 5Y | +59.6% | +111.9% | -52.3% | +38.6% |
| 10Y | +156.6% | +652.2% | -495.6% | +82.5% |
| All | +5,976.4% | +23,129.2% | -17,152.9% | +3,007.5% |
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 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