+81.3%
CTAS vs CSGP
-57.8%
+139.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +1.5% |
| 7D | +7.6% | +18.3% | -10.7% | +3.7% |
| 30D | +17.2% | +17.8% | -0.6% | +12.6% |
| 3M | +12.8% | +9.3% | +3.5% | +9.7% |
| 6M | +38.0% | -7.9% | +45.9% | +38.5% |
| YTD | +22.7% | -51.5% | +74.3% | +39.8% |
| 1Y | +25.6% | -53.3% | +79.0% | +44.3% |
| All | +81.3% | -57.8% | +139.1% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling