+79.2%
CTAS vs COMP
+309.8%
-230.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.0% | -0.5% |
| 7D | +3.8% | -1.8% | +5.6% | +3.9% |
| 30D | +15.5% | -0.8% | +16.3% | +15.5% |
| 3M | +12.7% | -28.1% | +40.8% | +15.1% |
| 6M | +34.5% | +27.0% | +7.5% | +30.8% |
| YTD | +21.3% | -12.8% | +34.1% | +20.7% |
| 1Y | +23.1% | +4.9% | +18.2% | +20.7% |
| All | +79.2% | +309.8% | -230.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling