+3,541.2%
CTAS vs EMB
+127.1%
+3,414.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +12.8% | +1.3% | +11.5% | +11.7% |
| 3M | +10.3% | -2.2% | +12.5% | +12.2% |
| 6M | +32.0% | -2.3% | +34.3% | +34.4% |
| YTD | +19.1% | -0.6% | +19.8% | +19.7% |
| 1Y | +21.5% | +0.5% | +21.0% | +21.0% |
| 3Y | +76.0% | +29.4% | +46.6% | +44.9% |
| 5Y | +110.9% | +6.5% | +104.4% | +100.2% |
| 10Y | +849.8% | +29.8% | +820.1% | +715.8% |
| All | +3,541.2% | +127.1% | +3,414.2% | +2,561.3% |
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 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