+834.0%
CTAS vs CMS
+125.4%
+708.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.7% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +12.8% | +6.3% | +6.4% | +9.4% |
| 3M | +10.3% | -2.1% | +12.3% | +11.3% |
| 6M | +32.0% | -5.1% | +37.1% | +35.1% |
| YTD | +19.1% | +1.3% | +17.9% | +17.8% |
| 1Y | +21.5% | -1.4% | +22.9% | +21.6% |
| 3Y | +76.0% | +36.9% | +39.1% | +47.5% |
| 5Y | +110.9% | +32.5% | +78.3% | +77.2% |
| All | +834.0% | +125.4% | +708.5% | +623.8% |
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