+26,411.8%
CTAS vs EAT
+9,981.2%
+16,430.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.5% | -7.1% | +7.6% | +2.0% |
| 30D | +10.2% | -2.3% | +12.6% | +10.3% |
| 3M | +12.1% | -19.6% | +31.7% | +16.4% |
| 6M | +38.3% | +46.0% | -7.7% | +25.6% |
| YTD | +21.9% | +37.7% | -15.8% | +10.9% |
| 1Y | +24.0% | +73.8% | -49.8% | +7.0% |
| 3Y | +75.1% | +482.1% | -406.9% | +10.8% |
| 5Y | +116.9% | +362.5% | -245.5% | +37.2% |
| 10Y | +821.3% | +319.3% | +502.0% | +405.0% |
| All | +26,411.8% | +9,981.2% | +16,430.6% | +6,026.5% |
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