+23,259.8%
CTAS vs EAT
+11,644.8%
+11,615.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -0.2% | +1.9% | -2.1% | -0.9% |
| 3M | +11.7% | +68.7% | -57.0% | -0.6% |
| 6M | +0.7% | +66.9% | -66.2% | -11.0% |
| YTD | +7.4% | +60.4% | -53.0% | -4.7% |
| 1Y | -2.1% | +44.0% | -46.1% | -11.7% |
| 3Y | +62.9% | +604.7% | -541.7% | -0.6% |
| 5Y | +111.9% | +347.0% | -235.1% | +35.7% |
| 10Y | +652.2% | +390.8% | +261.4% | +301.2% |
| All | +23,259.8% | +11,644.8% | +11,615.0% | +5,164.2% |
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 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