+23,259.7%
CTAS vs CMS
+457.8%
+22,801.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -0.2% | -3.6% | +3.4% | +0.8% |
| 3M | +11.7% | -1.9% | +13.6% | +12.3% |
| 6M | +0.7% | -11.0% | +11.7% | +4.0% |
| YTD | +7.4% | +0.2% | +7.2% | +7.1% |
| 1Y | -2.1% | -1.3% | -0.8% | -2.0% |
| 3Y | +62.9% | +35.9% | +27.0% | +47.9% |
| 5Y | +111.9% | +23.1% | +88.8% | +97.1% |
| 10Y | +652.2% | +117.9% | +534.3% | +500.6% |
| All | +23,259.7% | +457.8% | +22,801.9% | +12,665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling