+73.6%
CTAS vs EFX
+4.8%
+68.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +8.7% | +25.1% | -16.4% | +1.6% |
| 3M | +13.3% | +1.7% | +11.6% | +12.2% |
| 6M | +39.4% | +18.4% | +21.0% | +31.8% |
| YTD | +21.5% | -12.5% | +34.0% | +24.0% |
| 1Y | +21.9% | -8.1% | +30.0% | +22.5% |
| 3Y | +73.6% | +4.8% | +68.9% | +65.8% |
| All | +73.6% | +4.8% | +68.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling