+142.3%
CTAS vs COMP
-47.7%
+190.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -0.2% | -13.3% | +13.1% | +0.9% |
| 3M | +11.7% | +41.1% | -29.4% | +8.1% |
| 6M | +0.7% | +17.2% | -16.5% | -1.7% |
| YTD | +7.4% | +5.2% | +2.2% | +5.5% |
| 1Y | -2.1% | +18.9% | -21.0% | -5.2% |
| 3Y | +62.9% | +215.9% | -153.0% | +39.8% |
| 5Y | +111.9% | -31.2% | +143.1% | +87.6% |
| All | +142.3% | -47.7% | +190.0% | +111.8% |
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