+114.6%
CTAS vs COO
-38.8%
+153.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -1.1% |
| 30D | -0.2% | -7.0% | +6.8% | +2.2% |
| 3M | +11.7% | +12.2% | -0.5% | +7.4% |
| 6M | +0.7% | -15.1% | +15.8% | +5.8% |
| YTD | +7.4% | -15.1% | +22.5% | +12.8% |
| 1Y | -2.1% | +2.3% | -4.4% | -3.6% |
| 3Y | +62.9% | -23.7% | +86.6% | +71.6% |
| All | +114.6% | -38.8% | +153.4% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling