+111.0%
CTAS vs CAG
-40.6%
+151.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | 0.0% | -5.3% | +5.2% | +1.2% |
| 30D | -1.0% | +1.0% | -2.0% | -1.3% |
| 3M | +15.8% | +17.4% | -1.6% | +11.3% |
| 6M | -1.0% | -16.8% | +15.8% | +2.8% |
| YTD | +7.4% | -6.8% | +14.2% | +8.3% |
| 1Y | -0.1% | -15.4% | +15.2% | +2.9% |
| 3Y | +66.3% | -37.1% | +103.4% | +81.3% |
| 5Y | +111.0% | -41.3% | +152.2% | +130.0% |
| All | +111.0% | -40.6% | +151.6% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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