+21.5%
CTAS vs COMP
+16.2%
+5.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.6% |
| 7D | +1.2% | +13.4% | -12.3% | +0.1% |
| 30D | +12.8% | +11.1% | +1.7% | +11.7% |
| 3M | +10.3% | -18.8% | +29.1% | +11.3% |
| 6M | +32.0% | +10.5% | +21.5% | +29.5% |
| YTD | +19.1% | -3.4% | +22.5% | +16.9% |
| 1Y | +21.5% | +19.7% | +1.8% | +19.4% |
| All | +21.5% | +16.2% | +5.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling