+24.0%
CTAS vs CSGP
-55.9%
+79.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.5% | -6.1% | +6.6% | +1.6% |
| 30D | +10.2% | +0.3% | +9.9% | +9.9% |
| 3M | +12.1% | -1.3% | +13.4% | +11.7% |
| 6M | +38.3% | -8.9% | +47.2% | +38.3% |
| YTD | +21.9% | -55.2% | +77.1% | +28.3% |
| 1Y | +24.0% | -56.4% | +80.4% | +31.0% |
| All | +24.0% | -55.9% | +79.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling