+113.3%
CTAS vs COMP
-17.6%
+130.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.7% |
| 7D | +1.2% | +13.4% | -12.3% | -0.1% |
| 30D | +12.8% | +11.1% | +1.7% | +11.5% |
| 3M | +10.3% | -18.8% | +29.1% | +11.9% |
| 6M | +32.0% | +10.5% | +21.5% | +29.7% |
| YTD | +19.1% | -3.4% | +22.5% | +17.5% |
| 1Y | +21.5% | +19.7% | +1.8% | +17.4% |
| 3Y | +76.0% | +381.6% | -305.6% | +43.8% |
| All | +113.3% | -17.6% | +130.9% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling