+683.8%
CTAS vs EIX
+19.9%
+663.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.8% |
| 7D | +1.0% | +4.1% | -3.1% | -0.4% |
| 30D | -1.1% | -15.3% | +14.3% | +2.8% |
| 3M | +11.5% | -18.4% | +29.9% | +17.3% |
| 6M | +0.2% | -16.8% | +17.0% | +4.4% |
| YTD | +7.2% | -0.6% | +7.7% | +4.2% |
| 1Y | 0.0% | +10.7% | -10.7% | -6.8% |
| 3Y | +65.9% | -4.5% | +70.4% | +58.9% |
| 5Y | +109.6% | +24.0% | +85.5% | +78.6% |
| 10Y | +683.8% | +22.9% | +660.8% | +536.3% |
| All | +683.8% | +19.9% | +663.8% | +536.3% |
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