+813.9%
CTAS vs CMS
+127.7%
+686.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.2% |
| 30D | +10.3% | +7.1% | +3.2% | +6.6% |
| 3M | +10.2% | -1.3% | +11.5% | +10.8% |
| 6M | +34.4% | -2.7% | +37.0% | +35.9% |
| YTD | +19.6% | +2.6% | +16.9% | +17.4% |
| 1Y | +21.8% | -2.0% | +23.8% | +22.3% |
| 3Y | +74.1% | +39.6% | +34.5% | +44.3% |
| 5Y | +114.0% | +35.3% | +78.7% | +77.7% |
| 10Y | +813.9% | +132.3% | +681.6% | +586.6% |
| All | +813.9% | +127.7% | +686.2% | +586.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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