+5.0%
SYK vs CTAS
+104.1%
-99.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -12.3% | -1.3% | -11.0% | -11.7% |
| 30D | -22.4% | -3.1% | -19.4% | -21.1% |
| 3M | -12.3% | +10.3% | -22.6% | -16.9% |
| 6M | -24.3% | +1.6% | -25.9% | -25.3% |
| YTD | -22.8% | +6.3% | -29.1% | -25.6% |
| 1Y | -28.8% | -0.5% | -28.3% | -29.1% |
| 3Y | -4.0% | +64.6% | -68.6% | -31.6% |
| All | +5.0% | +104.1% | -99.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling