+3,271.3%
CTAS vs AGI
+4,206.7%
-935.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +1.7% | -10.1% | +11.9% | +2.0% |
| 30D | +8.4% | -6.5% | +15.0% | +8.6% |
| 3M | +13.0% | -12.8% | +25.8% | +13.3% |
| 6M | +39.1% | -34.3% | +73.4% | +40.2% |
| YTD | +21.2% | -25.6% | +46.8% | +21.7% |
| 1Y | +21.6% | -14.2% | +35.8% | +21.6% |
| 3Y | +73.2% | +127.3% | -54.0% | +68.8% |
| 5Y | +115.7% | +241.8% | -126.0% | +107.8% |
| 10Y | +816.1% | +381.8% | +434.3% | +773.1% |
| All | +3,271.3% | +4,206.7% | -935.4% | +3,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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