+683.8%
CTAS vs EMB
+29.7%
+654.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -1.1% | -0.3% | -0.8% | -0.7% |
| 3M | +11.5% | -0.3% | +11.8% | +11.8% |
| 6M | +0.2% | +0.7% | -0.6% | -0.9% |
| YTD | +7.2% | +1.3% | +5.9% | +5.4% |
| 1Y | 0.0% | +4.7% | -4.7% | -5.7% |
| 3Y | +65.9% | +30.1% | +35.8% | +19.0% |
| 5Y | +109.6% | +6.9% | +102.7% | +101.2% |
| 10Y | +683.8% | +30.7% | +653.0% | +512.9% |
| All | +683.8% | +29.7% | +654.1% | +512.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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