+114.6%
CTAS vs EMB
+7.4%
+107.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -0.2% | -0.3% | +0.1% | +0.1% |
| 3M | +11.7% | -0.4% | +12.1% | +12.1% |
| 6M | +0.7% | +0.1% | +0.6% | +0.5% |
| YTD | +7.4% | +1.6% | +5.8% | +5.8% |
| 1Y | -2.1% | +5.6% | -7.7% | -7.0% |
| 3Y | +62.9% | +29.8% | +33.1% | +29.5% |
| All | +114.6% | +7.4% | +107.3% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling