+683.8%
CTAS vs CG
+324.5%
+359.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.1% |
| 7D | +1.0% | -6.4% | +7.4% | +3.2% |
| 30D | -1.1% | -7.1% | +6.0% | +1.1% |
| 3M | +11.5% | -1.6% | +13.1% | +11.3% |
| 6M | +0.2% | -8.3% | +8.5% | +1.8% |
| YTD | +7.2% | -23.8% | +31.0% | +15.0% |
| 1Y | 0.0% | -28.7% | +28.7% | +9.3% |
| 3Y | +65.9% | +49.2% | +16.8% | +28.8% |
| 5Y | +109.6% | +5.5% | +104.0% | +78.3% |
| 10Y | +683.8% | +331.2% | +352.5% | +299.5% |
| All | +683.8% | +324.5% | +359.3% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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