+815.5%
CTAS vs CP
+257.3%
+558.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +2.0% | +2.1% | -0.2% | +0.9% |
| 30D | +8.7% | +9.3% | -0.6% | +3.7% |
| 3M | +13.3% | +0.5% | +12.8% | +12.7% |
| 6M | +39.4% | +10.4% | +29.0% | +31.8% |
| YTD | +21.5% | +28.7% | -7.2% | +5.3% |
| 1Y | +21.9% | +33.2% | -11.3% | +3.6% |
| 3Y | +73.6% | +38.4% | +35.2% | +39.8% |
| 5Y | +116.2% | +26.2% | +90.0% | +78.8% |
| All | +815.5% | +257.3% | +558.1% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling