+818.4%
CTAS vs ED
+136.7%
+681.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | +0.7% | +2.1% | -1.4% | -0.2% |
| 30D | +11.3% | +12.4% | -1.1% | +5.9% |
| 3M | +11.4% | +13.1% | -1.7% | +5.7% |
| 6M | +35.6% | +14.1% | +21.6% | +28.2% |
| YTD | +20.7% | +23.1% | -2.4% | +10.1% |
| 1Y | +22.8% | +25.4% | -2.6% | +11.1% |
| 3Y | +73.4% | +47.9% | +25.6% | +44.1% |
| 5Y | +117.6% | +81.9% | +35.7% | +63.8% |
| 10Y | +818.4% | +141.3% | +677.2% | +561.1% |
| All | +818.4% | +136.7% | +681.7% | +561.1% |
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