+114.6%
CTAS vs CSGP
-64.7%
+179.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | -1.8% | -4.1% | +2.2% | -0.7% |
| 30D | -0.2% | +2.3% | -2.5% | -1.2% |
| 3M | +11.7% | -8.2% | +19.9% | +13.6% |
| 6M | +0.7% | -35.1% | +35.8% | +12.6% |
| YTD | +7.4% | -54.0% | +61.4% | +31.5% |
| 1Y | -2.1% | -65.3% | +63.2% | +30.7% |
| 3Y | +62.9% | -62.6% | +125.5% | +106.6% |
| All | +114.6% | -64.7% | +179.3% | +162.6% |
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