+66.3%
CTAS vs EAT
+612.9%
-546.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.5% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | +15.8% | +52.2% | -36.5% | +10.3% |
| 6M | -1.0% | +65.0% | -66.0% | -6.8% |
| YTD | +7.4% | +55.0% | -47.6% | +1.5% |
| 1Y | -0.1% | +42.1% | -42.2% | -4.8% |
| 3Y | +66.3% | +614.7% | -548.4% | +24.2% |
| All | +66.3% | +612.9% | -546.6% | +24.2% |
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 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