+662.9%
CTAS vs COO
+43.7%
+619.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.9% |
| 30D | -1.0% | -8.8% | +7.8% | +2.9% |
| 3M | +15.8% | +1.3% | +14.4% | +14.9% |
| 6M | -1.0% | -11.6% | +10.6% | +3.8% |
| YTD | +7.4% | -17.4% | +24.8% | +15.8% |
| 1Y | -0.1% | -1.6% | +1.5% | -0.8% |
| 3Y | +66.3% | -22.6% | +88.9% | +75.6% |
| 5Y | +111.0% | -40.3% | +151.3% | +149.4% |
| 10Y | +662.9% | +45.2% | +617.7% | +549.1% |
| All | +662.9% | +43.7% | +619.2% | +549.1% |
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