+26,381.5%
CTAS vs CHD
+11,631.5%
+14,750.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +10.7% | +12.2% | -1.4% | +7.0% |
| 3M | +11.0% | +9.3% | +1.7% | +8.0% |
| 6M | +38.7% | +24.3% | +14.5% | +30.0% |
| YTD | +21.8% | +34.9% | -13.1% | +11.2% |
| 1Y | +23.6% | +32.7% | -9.1% | +13.3% |
| 3Y | +74.9% | +29.4% | +45.5% | +60.3% |
| 5Y | +119.5% | +31.7% | +87.8% | +98.2% |
| 10Y | +820.2% | +191.7% | +628.5% | +547.5% |
| All | +26,381.5% | +11,631.5% | +14,750.0% | +7,997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling