+23,263.3%
CTAS vs EFX
+6,208.7%
+17,054.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.1% |
| 7D | 0.0% | -7.8% | +7.8% | +2.8% |
| 30D | -1.0% | -5.7% | +4.7% | +0.9% |
| 3M | +15.8% | +2.5% | +13.2% | +14.1% |
| 6M | -1.0% | -16.7% | +15.7% | +4.7% |
| YTD | +7.4% | -20.2% | +27.6% | +14.4% |
| 1Y | -0.1% | -31.4% | +31.3% | +12.0% |
| 3Y | +66.3% | -10.5% | +76.8% | +64.0% |
| 5Y | +111.0% | -35.2% | +146.2% | +129.4% |
| 10Y | +662.9% | +40.2% | +622.7% | +511.9% |
| All | +23,263.3% | +6,208.7% | +17,054.6% | +6,947.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling