+114.0%
CTAS vs CAG
-38.8%
+152.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.7% | +4.6% | -5.3% | -1.8% |
| 30D | +10.3% | +14.7% | -4.4% | +6.6% |
| 3M | +10.2% | +2.4% | +7.8% | +9.2% |
| 6M | +34.4% | +10.7% | +23.7% | +30.5% |
| YTD | +19.6% | -5.5% | +25.1% | +19.9% |
| 1Y | +21.8% | -4.6% | +26.4% | +21.8% |
| 3Y | +74.1% | -34.4% | +108.6% | +87.3% |
| 5Y | +114.0% | -39.2% | +153.2% | +131.5% |
| All | +114.0% | -38.8% | +152.8% | +131.5% |
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