+818.4%
CTAS vs CSGP
+61.5%
+757.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +2.0% |
| 7D | +0.7% | -3.2% | +3.8% | +1.8% |
| 30D | +11.3% | +2.2% | +9.1% | +9.4% |
| 3M | +11.4% | -3.7% | +15.1% | +11.2% |
| 6M | +35.6% | -7.4% | +43.1% | +36.6% |
| YTD | +20.7% | -54.9% | +75.6% | +57.3% |
| 1Y | +22.8% | -54.9% | +77.7% | +59.6% |
| 3Y | +73.4% | -61.9% | +135.3% | +132.7% |
| 5Y | +117.6% | -63.1% | +180.7% | +186.8% |
| 10Y | +818.4% | +65.1% | +753.3% | +699.5% |
| All | +818.4% | +61.5% | +757.0% | +699.5% |
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