+25,810.5%
CTAS vs EAT
+10,438.3%
+15,372.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | +1.2% | -2.6% | +3.8% | +1.7% |
| 30D | +12.8% | +11.5% | +1.3% | +9.8% |
| 3M | +10.3% | -9.1% | +19.4% | +11.5% |
| 6M | +32.0% | +40.4% | -8.4% | +20.9% |
| YTD | +19.1% | +43.9% | -24.8% | +7.5% |
| 1Y | +21.5% | +101.9% | -80.5% | +1.5% |
| 3Y | +76.0% | +489.9% | -413.8% | +11.1% |
| 5Y | +110.9% | +362.6% | -251.8% | +33.4% |
| 10Y | +849.8% | +385.7% | +464.1% | +404.3% |
| All | +25,810.5% | +10,438.3% | +15,372.2% | +5,835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling