+107.7%
CTAS vs EME
+575.5%
-467.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.9% |
| 7D | +0.5% | +3.5% | -3.0% | 0.0% |
| 30D | -0.7% | -6.3% | +5.6% | +0.1% |
| 3M | +11.1% | -3.8% | +14.8% | +11.2% |
| 6M | +2.1% | +8.5% | -6.4% | -0.9% |
| YTD | +8.0% | +27.8% | -19.8% | +0.4% |
| 1Y | -0.5% | +22.2% | -22.7% | -7.7% |
| 3Y | +66.2% | +253.5% | -187.3% | +3.1% |
| All | +107.7% | +575.5% | -467.8% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling