+815.5%
CTAS vs EIX
+35.3%
+780.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | +8.7% | +8.5% | +0.1% | +5.7% |
| 3M | +13.3% | -13.5% | +26.7% | +16.9% |
| 6M | +39.4% | -12.4% | +51.7% | +42.8% |
| YTD | +21.5% | +5.9% | +15.6% | +15.5% |
| 1Y | +21.9% | +7.6% | +14.3% | +15.1% |
| 3Y | +73.6% | +12.8% | +60.9% | +56.1% |
| 5Y | +116.2% | +19.2% | +97.0% | +87.8% |
| All | +815.5% | +35.3% | +780.2% | +627.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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