+23,259.8%
CTAS vs COO
+5,988.7%
+17,271.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -0.2% | -7.0% | +6.8% | +0.4% |
| 3M | +11.7% | +12.2% | -0.5% | +10.6% |
| 6M | +0.7% | -15.1% | +15.8% | +1.9% |
| YTD | +7.4% | -15.1% | +22.5% | +8.7% |
| 1Y | -2.1% | +2.3% | -4.4% | -2.4% |
| 3Y | +62.9% | -23.7% | +86.6% | +65.4% |
| 5Y | +111.9% | -38.9% | +150.8% | +118.0% |
| 10Y | +652.2% | +49.9% | +602.3% | +634.1% |
| All | +23,259.8% | +5,988.7% | +17,271.1% | +21,031.4% |
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