+176.9%
CTAS vs COMP
-52.8%
+229.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | +1.7% |
| 7D | +7.6% | +9.5% | -1.9% | +6.8% |
| 30D | +17.2% | +8.1% | +9.1% | +16.3% |
| 3M | +12.8% | -16.3% | +29.1% | +14.1% |
| 6M | +38.0% | +42.2% | -4.2% | +32.6% |
| YTD | +22.7% | -5.0% | +27.7% | +21.3% |
| 1Y | +25.6% | +20.1% | +5.6% | +21.6% |
| 3Y | +81.4% | +358.4% | -277.0% | +50.6% |
| 5Y | +117.9% | -21.9% | +139.8% | +93.6% |
| All | +176.9% | -52.8% | +229.6% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling