+10,605.4%
CTAS vs EME
+53,473.8%
-42,868.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.0% | +8.4% | -6.4% | -0.2% |
| 30D | +8.7% | -11.5% | +20.2% | +11.6% |
| 3M | +13.3% | -20.6% | +33.9% | +19.2% |
| 6M | +39.4% | -28.5% | +67.9% | +48.5% |
| YTD | +21.5% | +8.0% | +13.5% | +14.5% |
| 1Y | +21.9% | +6.8% | +15.1% | +15.1% |
| 3Y | +73.6% | +213.9% | -140.3% | +15.5% |
| 5Y | +116.2% | +414.8% | -298.6% | +23.5% |
| 10Y | +818.2% | +916.9% | -98.8% | +323.3% |
| All | +10,605.4% | +53,473.8% | -42,868.3% | +2,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling