+683.1%
CTAS vs CHD
+126.1%
+557.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.5% | -4.5% | +5.0% | +2.0% |
| 30D | -0.7% | -6.7% | +6.0% | +1.5% |
| 3M | +11.1% | -2.7% | +13.8% | +12.1% |
| 6M | +2.1% | -4.9% | +7.1% | +3.7% |
| YTD | +8.0% | +13.3% | -5.4% | +3.4% |
| 1Y | -0.5% | +1.0% | -1.5% | -1.3% |
| 3Y | +66.2% | +1.3% | +64.9% | +63.3% |
| 5Y | +109.2% | +20.8% | +88.3% | +91.4% |
| All | +683.1% | +126.1% | +557.0% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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