+820.2%
CTAS vs CG
+299.0%
+521.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -0.8% | -3.8% | +3.0% | +0.3% |
| 30D | +10.7% | +7.5% | +3.2% | +7.8% |
| 3M | +11.0% | -14.4% | +25.4% | +16.1% |
| 6M | +38.7% | -15.7% | +54.4% | +45.0% |
| YTD | +21.8% | -29.0% | +50.7% | +33.3% |
| 1Y | +23.6% | -22.1% | +45.7% | +30.7% |
| 3Y | +74.9% | +49.1% | +25.8% | +34.8% |
| 5Y | +119.5% | -18.4% | +137.9% | +108.7% |
| 10Y | +820.2% | +295.1% | +525.1% | +391.3% |
| All | +820.2% | +299.0% | +521.2% | +391.3% |
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