+683.8%
CTAS vs ED
+105.2%
+578.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -1.1% | +1.9% | -3.0% | -1.9% |
| 3M | +11.5% | +1.9% | +9.6% | +10.7% |
| 6M | +0.2% | -2.3% | +2.4% | +1.0% |
| YTD | +7.2% | +10.9% | -3.7% | +2.3% |
| 1Y | 0.0% | +14.5% | -14.5% | -6.0% |
| 3Y | +65.9% | +33.4% | +32.5% | +44.2% |
| 5Y | +109.6% | +67.3% | +42.3% | +63.8% |
| 10Y | +683.8% | +110.7% | +573.1% | +489.3% |
| All | +683.8% | +105.2% | +578.5% | +489.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling