+25,810.5%
CTAS vs ED
+2,460.7%
+23,349.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.8% |
| 7D | +1.2% | +1.6% | -0.5% | +0.4% |
| 30D | +12.8% | +13.3% | -0.5% | +6.8% |
| 3M | +10.3% | +9.7% | +0.6% | +5.9% |
| 6M | +32.0% | +12.8% | +19.2% | +25.2% |
| YTD | +19.1% | +22.3% | -3.2% | +8.8% |
| 1Y | +21.5% | +26.3% | -4.8% | +9.3% |
| 3Y | +76.0% | +45.0% | +31.0% | +47.4% |
| 5Y | +110.9% | +80.2% | +30.7% | +59.3% |
| 10Y | +849.8% | +129.9% | +720.0% | +526.9% |
| All | +25,810.5% | +2,460.7% | +23,349.8% | +7,826.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling