+25,810.5%
CTAS vs COO
+5,356.1%
+20,454.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +1.2% | +4.7% | -3.6% | +0.8% |
| 30D | +12.8% | +13.9% | -1.1% | +11.6% |
| 3M | +10.3% | -14.9% | +25.2% | +11.6% |
| 6M | +32.0% | +2.0% | +30.0% | +31.6% |
| YTD | +19.1% | -23.9% | +43.0% | +21.5% |
| 1Y | +21.5% | -9.6% | +31.1% | +22.2% |
| 3Y | +76.0% | -25.4% | +101.5% | +78.9% |
| 5Y | +110.9% | -41.2% | +152.0% | +117.5% |
| 10Y | +849.8% | +42.1% | +807.7% | +831.1% |
| All | +25,810.5% | +5,356.1% | +20,454.4% | +23,511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling