+4,747.8%
CTAS vs CHRW
+3,527.3%
+1,220.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +12.8% | -7.3% | +20.1% | +15.0% |
| 3M | +10.3% | -14.2% | +24.5% | +14.6% |
| 6M | +32.0% | -25.1% | +57.1% | +41.6% |
| YTD | +19.1% | -21.2% | +40.3% | +24.0% |
| 1Y | +21.5% | -14.2% | +35.6% | +22.8% |
| 3Y | +76.0% | +63.5% | +12.5% | +36.8% |
| 5Y | +110.9% | +49.6% | +61.3% | +65.0% |
| 10Y | +849.8% | +129.4% | +720.4% | +520.7% |
| All | +4,747.8% | +3,527.3% | +1,220.5% | +1,115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling