+662.9%
CTAS vs CHRW
+168.2%
+494.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | 0.0% | +1.9% | -2.0% | -0.5% |
| 30D | -1.0% | +0.9% | -1.9% | -1.3% |
| 3M | +15.8% | -19.9% | +35.6% | +21.7% |
| 6M | -1.0% | -15.8% | +14.8% | +2.2% |
| YTD | +7.4% | -5.6% | +13.0% | +6.5% |
| 1Y | -0.1% | +21.0% | -21.2% | -8.5% |
| 3Y | +66.3% | +86.0% | -19.7% | +28.6% |
| 5Y | +111.0% | +88.6% | +22.3% | +56.9% |
| 10Y | +662.9% | +169.3% | +493.6% | +364.7% |
| All | +662.9% | +168.2% | +494.7% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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