+66.3%
CTAS vs EIX
0.0%
+66.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.9% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -1.0% | -13.5% | +12.5% | +1.0% |
| 3M | +15.8% | -15.3% | +31.0% | +18.6% |
| 6M | -1.0% | -15.3% | +14.3% | +1.3% |
| YTD | +7.4% | +2.7% | +4.7% | +4.5% |
| 1Y | -0.1% | +17.4% | -17.6% | -6.1% |
| 3Y | +66.3% | -1.3% | +67.6% | +60.1% |
| All | +66.3% | 0.0% | +66.3% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling