+73.5%
CTAS vs EAT
+507.6%
-434.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | +1.2% | -2.6% | +3.8% | +1.4% |
| 30D | +12.8% | +11.5% | +1.3% | +11.5% |
| 3M | +10.3% | -9.1% | +19.4% | +11.0% |
| 6M | +32.0% | +40.4% | -8.4% | +26.5% |
| YTD | +19.1% | +43.9% | -24.8% | +13.3% |
| 1Y | +21.5% | +101.9% | -80.5% | +10.7% |
| All | +73.5% | +507.6% | -434.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling