+3,134.7%
CTAS vs CSGP
+3,334.4%
-199.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.8% | -4.1% | +2.2% | -0.9% |
| 30D | -0.2% | +2.3% | -2.5% | -1.0% |
| 3M | +11.7% | -8.2% | +19.9% | +13.3% |
| 6M | +0.7% | -35.1% | +35.8% | +10.0% |
| YTD | +7.4% | -54.0% | +61.4% | +25.6% |
| 1Y | -2.1% | -65.3% | +63.2% | +21.6% |
| 3Y | +62.9% | -62.6% | +125.5% | +96.1% |
| 5Y | +111.9% | -64.8% | +176.7% | +154.5% |
| 10Y | +652.2% | +45.1% | +607.1% | +583.3% |
| All | +3,134.7% | +3,334.4% | -199.7% | +1,419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling