+73.6%
CTAS vs EME
+216.1%
-142.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +2.0% | +8.4% | -6.4% | +1.6% |
| 30D | +8.7% | -11.5% | +20.2% | +9.2% |
| 3M | +13.3% | -20.6% | +33.9% | +14.4% |
| 6M | +39.4% | -28.5% | +67.9% | +42.8% |
| YTD | +21.5% | +8.0% | +13.5% | +17.7% |
| 1Y | +21.9% | +6.8% | +15.1% | +18.2% |
| 3Y | +73.6% | +213.9% | -140.3% | +35.9% |
| All | +73.6% | +216.1% | -142.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling