+834.0%
CTAS vs CSGP
+63.3%
+770.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.6% |
| 30D | +12.8% | +10.7% | +2.1% | +7.5% |
| 3M | +10.3% | +3.3% | +7.0% | +7.1% |
| 6M | +32.0% | -10.3% | +42.3% | +34.5% |
| YTD | +19.1% | -54.6% | +73.7% | +54.9% |
| 1Y | +21.5% | -54.6% | +76.1% | +57.6% |
| 3Y | +76.0% | -60.3% | +136.4% | +132.1% |
| 5Y | +110.9% | -63.3% | +174.2% | +179.0% |
| All | +834.0% | +63.3% | +770.6% | +710.0% |
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