-0.5%
CTAS vs CHD
+0.8%
-1.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.3% | -4.7% | +3.4% | +0.3% |
| 30D | -3.1% | -8.3% | +5.2% | -0.3% |
| 3M | +10.3% | -4.0% | +14.3% | +11.7% |
| 6M | +1.6% | -6.5% | +8.2% | +2.9% |
| YTD | +6.3% | +13.1% | -6.8% | +3.7% |
| 1Y | -0.5% | +2.3% | -2.8% | -2.3% |
| All | -0.5% | +0.8% | -1.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling