+683.8%
CTAS vs EAT
+370.1%
+313.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +1.0% | -6.8% | +7.8% | +2.3% |
| 30D | -1.1% | -5.4% | +4.3% | -0.3% |
| 3M | +11.5% | +42.8% | -31.2% | +3.5% |
| 6M | +0.2% | +56.5% | -56.3% | -9.4% |
| YTD | +7.2% | +50.0% | -42.8% | -2.7% |
| 1Y | 0.0% | +38.3% | -38.3% | -8.3% |
| 3Y | +65.9% | +591.6% | -525.7% | +4.0% |
| 5Y | +109.6% | +312.6% | -203.1% | +39.8% |
| 10Y | +683.8% | +381.4% | +302.3% | +324.2% |
| All | +683.8% | +370.1% | +313.7% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling