+671.2%
CTAS vs EME
+1,301.6%
-630.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -3.1% | -8.4% | +5.3% | -0.8% |
| 3M | +10.3% | -3.6% | +13.9% | +9.5% |
| 6M | +1.6% | +3.6% | -1.9% | -2.4% |
| YTD | +6.3% | +22.5% | -16.2% | -4.5% |
| 1Y | -0.5% | +18.2% | -18.7% | -11.1% |
| 3Y | +64.6% | +238.4% | -173.8% | -10.8% |
| 5Y | +106.0% | +550.5% | -444.5% | -19.5% |
| All | +671.2% | +1,301.6% | -630.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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