+3,182.8%
CTAS vs EMB
+132.1%
+3,050.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +11.7% | -0.4% | +12.1% | +12.0% |
| 6M | +0.7% | +0.1% | +0.6% | +0.6% |
| YTD | +7.4% | +1.6% | +5.8% | +6.1% |
| 1Y | -2.1% | +5.6% | -7.7% | -6.2% |
| 3Y | +62.9% | +29.8% | +33.1% | +33.8% |
| 5Y | +111.9% | +7.3% | +104.6% | +99.9% |
| 10Y | +652.2% | +30.4% | +621.8% | +539.3% |
| All | +3,182.8% | +132.1% | +3,050.6% | +2,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling