+683.1%
CTAS vs EFX
+42.6%
+640.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +0.5% | -4.5% | +5.1% | +2.4% |
| 30D | -0.7% | -6.1% | +5.3% | +1.6% |
| 3M | +11.1% | +6.2% | +4.9% | +7.7% |
| 6M | +2.1% | -11.2% | +13.3% | +6.0% |
| YTD | +8.0% | -21.4% | +29.4% | +16.7% |
| 1Y | -0.5% | -34.3% | +33.8% | +15.8% |
| 3Y | +66.2% | -12.5% | +78.7% | +62.3% |
| 5Y | +109.2% | -35.6% | +144.8% | +129.5% |
| All | +683.1% | +42.6% | +640.6% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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