+116.9%
CTAS vs CP
+27.5%
+89.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | +10.2% | +10.3% | -0.1% | +6.2% |
| 3M | +12.1% | +2.3% | +9.8% | +10.9% |
| 6M | +38.3% | +10.7% | +27.6% | +32.6% |
| YTD | +21.9% | +29.3% | -7.4% | +9.6% |
| 1Y | +24.0% | +31.5% | -7.4% | +10.7% |
| 3Y | +75.1% | +36.7% | +38.4% | +49.5% |
| 5Y | +116.9% | +26.8% | +90.1% | +88.6% |
| All | +116.9% | +27.5% | +89.4% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling