+818.4%
CTAS vs CMS
+134.3%
+684.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +11.3% | +7.4% | +3.9% | +7.4% |
| 3M | +11.4% | +1.9% | +9.6% | +10.3% |
| 6M | +35.6% | -2.3% | +38.0% | +36.9% |
| YTD | +20.7% | +3.0% | +17.7% | +18.3% |
| 1Y | +22.8% | -2.8% | +25.6% | +23.8% |
| 3Y | +73.4% | +37.9% | +35.5% | +44.6% |
| 5Y | +117.6% | +34.0% | +83.6% | +81.6% |
| 10Y | +818.4% | +138.1% | +680.3% | +583.7% |
| All | +818.4% | +134.3% | +684.1% | +583.7% |
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