+2,677.4%
CTAS vs AG
+294.5%
+2,382.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | +1.2% | +6.3% | -5.2% | +0.8% |
| 30D | +12.8% | -8.9% | +21.7% | +13.3% |
| 3M | +10.3% | -12.2% | +22.5% | +10.8% |
| 6M | +32.0% | -28.3% | +60.3% | +33.7% |
| YTD | +19.1% | -8.8% | +28.0% | +17.8% |
| 1Y | +21.5% | +39.4% | -17.9% | +16.4% |
| 3Y | +76.0% | +229.4% | -153.4% | +54.8% |
| 5Y | +110.9% | +14.5% | +96.3% | +95.4% |
| 10Y | +849.8% | +82.7% | +767.1% | +703.4% |
| All | +2,677.4% | +294.5% | +2,382.9% | +1,508.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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