+9,365.8%
CTAS vs EME
+62,686.5%
-53,320.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | 0.0% | +5.2% | -5.2% | -1.4% |
| 30D | -1.0% | -5.4% | +4.4% | +0.2% |
| 3M | +15.8% | -6.1% | +21.9% | +15.8% |
| 6M | -1.0% | +9.7% | -10.7% | -5.6% |
| YTD | +7.4% | +26.6% | -19.2% | -2.1% |
| 1Y | -0.1% | +24.6% | -24.8% | -9.7% |
| 3Y | +66.3% | +249.6% | -183.3% | +8.4% |
| 5Y | +111.0% | +556.6% | -445.6% | +13.6% |
| 10Y | +662.9% | +1,286.6% | -623.7% | +226.9% |
| All | +9,365.8% | +62,686.5% | -53,320.7% | +2,281.0% |
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