+3,404.2%
CTAS vs COPX
+198.0%
+3,206.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.1% |
| 7D | 0.0% | +5.8% | -5.8% | -1.7% |
| 30D | -1.0% | +7.2% | -8.2% | -3.1% |
| 3M | +15.8% | +16.5% | -0.7% | +9.6% |
| 6M | -1.0% | +18.4% | -19.5% | -8.0% |
| YTD | +7.4% | +31.9% | -24.5% | -4.7% |
| 1Y | -0.1% | +88.5% | -88.6% | -21.4% |
| 3Y | +66.3% | +173.1% | -106.8% | +11.2% |
| 5Y | +111.0% | +193.1% | -82.1% | +32.8% |
| 10Y | +662.9% | +591.7% | +71.2% | +228.2% |
| All | +3,404.2% | +198.0% | +3,206.2% | +1,756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling