+813.9%
CTAS vs COO
+40.7%
+773.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.7% |
| 7D | -0.7% | +4.3% | -5.0% | -2.5% |
| 30D | +10.3% | +17.6% | -7.3% | +3.0% |
| 3M | +10.2% | -13.9% | +24.1% | +16.3% |
| 6M | +34.4% | +6.6% | +27.8% | +29.0% |
| YTD | +19.6% | -22.0% | +41.6% | +30.8% |
| 1Y | +21.8% | -8.8% | +30.6% | +24.2% |
| 3Y | +74.1% | -21.5% | +95.6% | +80.2% |
| 5Y | +114.0% | -41.0% | +155.1% | +150.7% |
| 10Y | +813.9% | +40.9% | +773.1% | +704.3% |
| All | +813.9% | +40.7% | +773.2% | +704.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling