+4,765.3%
CTAS vs CHRW
+3,633.2%
+1,132.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +10.3% | -9.4% | +19.6% | +13.3% |
| 3M | +10.2% | -13.3% | +23.4% | +14.1% |
| 6M | +34.4% | -24.2% | +58.5% | +43.6% |
| YTD | +19.6% | -18.9% | +38.4% | +23.3% |
| 1Y | +21.8% | -12.4% | +34.2% | +22.3% |
| 3Y | +74.1% | +72.2% | +1.9% | +32.9% |
| 5Y | +114.0% | +53.4% | +60.7% | +66.2% |
| 10Y | +813.9% | +127.0% | +687.0% | +499.8% |
| All | +4,765.3% | +3,633.2% | +1,132.1% | +1,108.7% |
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 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