+813.9%
CTAS vs ALL
+367.3%
+446.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.7% | -3.9% | +3.1% | +1.2% |
| 30D | +10.3% | +10.6% | -0.4% | +4.8% |
| 3M | +10.2% | -4.6% | +14.7% | +12.4% |
| 6M | +34.4% | +20.2% | +14.2% | +21.2% |
| YTD | +19.6% | +23.7% | -4.1% | +5.6% |
| 1Y | +21.8% | +27.9% | -6.1% | +5.6% |
| 3Y | +74.1% | +109.2% | -35.0% | +12.4% |
| 5Y | +114.0% | +148.0% | -33.9% | +17.7% |
| 10Y | +813.9% | +363.8% | +450.2% | +263.1% |
| All | +813.9% | +367.3% | +446.6% | +263.1% |
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