+114.7%
CTAS vs CSGP
-62.1%
+176.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +3.8% | +13.9% | -10.1% | +0.1% |
| 30D | +15.5% | +16.0% | -0.5% | +10.2% |
| 3M | +12.7% | +6.1% | +6.6% | +9.6% |
| 6M | +34.5% | -8.2% | +42.7% | +35.6% |
| YTD | +21.3% | -52.3% | +73.6% | +46.1% |
| 1Y | +23.1% | -54.5% | +77.6% | +50.1% |
| 3Y | +79.3% | -58.6% | +137.9% | +118.8% |
| 5Y | +114.7% | -61.5% | +176.2% | +174.8% |
| All | +114.7% | -62.1% | +176.8% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling