+26,323.0%
CTAS vs EFX
+6,815.2%
+19,507.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | +8.7% | +25.1% | -16.4% | -0.1% |
| 3M | +13.3% | +1.7% | +11.6% | +11.8% |
| 6M | +39.4% | +18.4% | +21.0% | +29.7% |
| YTD | +21.5% | -12.5% | +34.0% | +24.5% |
| 1Y | +21.9% | -8.1% | +30.0% | +22.7% |
| 3Y | +73.6% | +4.8% | +68.9% | +61.3% |
| 5Y | +116.2% | -30.1% | +146.3% | +128.0% |
| 10Y | +818.2% | +81.5% | +736.7% | +570.6% |
| All | +26,323.0% | +6,815.2% | +19,507.8% | +7,570.7% |
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