+23,259.8%
CTAS vs CAG
+604.9%
+22,654.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.8% | -3.8% | +2.0% | -0.8% |
| 30D | -0.2% | +3.1% | -3.3% | -1.1% |
| 3M | +11.7% | +23.5% | -11.8% | +5.2% |
| 6M | +0.7% | -14.8% | +15.6% | +4.6% |
| YTD | +7.4% | -5.4% | +12.8% | +8.1% |
| 1Y | -2.1% | -11.8% | +9.7% | +0.3% |
| 3Y | +62.9% | -36.7% | +99.6% | +80.3% |
| 5Y | +111.9% | -40.3% | +152.1% | +136.2% |
| 10Y | +652.2% | -37.0% | +689.2% | +685.8% |
| All | +23,259.8% | +604.9% | +22,654.9% | +13,483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling