+650.2%
CTAS vs CSGP
+45.2%
+605.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -1.8% | -4.1% | +2.2% | -0.3% |
| 30D | -0.2% | +2.3% | -2.5% | -1.6% |
| 3M | +11.7% | -8.2% | +19.9% | +14.3% |
| 6M | +0.7% | -35.1% | +35.8% | +17.0% |
| YTD | +7.4% | -54.0% | +61.4% | +40.6% |
| 1Y | -2.1% | -65.3% | +63.2% | +43.2% |
| 3Y | +62.9% | -62.6% | +125.5% | +122.7% |
| 5Y | +111.9% | -64.8% | +176.7% | +188.4% |
| All | +650.2% | +45.2% | +605.0% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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