+116.0%
CTAS vs CSGP
-62.5%
+178.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.1% |
| 7D | +2.0% | +1.3% | +0.6% | +1.6% |
| 30D | +8.7% | +2.8% | +5.9% | +7.2% |
| 3M | +13.3% | -6.3% | +19.6% | +14.3% |
| 6M | +39.4% | -3.2% | +42.5% | +38.5% |
| YTD | +21.5% | -54.0% | +75.4% | +47.6% |
| 1Y | +21.9% | -54.8% | +76.7% | +48.7% |
| 3Y | +73.6% | -60.6% | +134.2% | +114.9% |
| All | +116.0% | -62.5% | +178.5% | +181.4% |
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