+815.5%
CTAS vs CHD
+196.1%
+619.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.8% |
| 7D | +2.0% | +3.6% | -1.7% | +0.8% |
| 30D | +8.7% | +10.4% | -1.7% | +5.1% |
| 3M | +13.3% | +12.2% | +1.1% | +8.9% |
| 6M | +39.4% | +19.9% | +19.5% | +31.1% |
| YTD | +21.5% | +36.4% | -14.9% | +9.3% |
| 1Y | +21.9% | +35.1% | -13.2% | +9.9% |
| 3Y | +73.6% | +29.2% | +44.5% | +57.5% |
| 5Y | +116.2% | +33.4% | +82.8% | +91.0% |
| All | +815.5% | +196.1% | +619.4% | +567.4% |
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