+818.4%
CTAS vs ALL
+372.0%
+446.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | -0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +11.3% | +13.8% | -2.5% | +4.3% |
| 3M | +11.4% | -2.8% | +14.2% | +12.6% |
| 6M | +35.6% | +23.7% | +12.0% | +20.6% |
| YTD | +20.7% | +27.3% | -6.6% | +5.1% |
| 1Y | +22.8% | +30.5% | -7.7% | +5.4% |
| 3Y | +73.4% | +113.0% | -39.6% | +11.0% |
| 5Y | +117.6% | +157.6% | -40.0% | +17.1% |
| 10Y | +818.4% | +368.4% | +450.1% | +259.9% |
| All | +818.4% | +372.0% | +446.5% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling