+107.7%
CTAS vs COPX
+187.4%
-79.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +1.0% | +6.0% | -5.0% | +0.2% |
| 30D | -1.1% | +6.4% | -7.5% | -1.9% |
| 3M | +11.5% | +19.3% | -7.8% | +8.5% |
| 6M | +0.2% | +16.2% | -16.1% | -2.9% |
| YTD | +7.2% | +33.2% | -26.0% | +0.6% |
| 1Y | 0.0% | +90.2% | -90.2% | -12.6% |
| 3Y | +65.9% | +175.7% | -109.8% | +29.1% |
| All | +107.7% | +187.4% | -79.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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