+671.2%
CTAS vs ENTG
+778.5%
-107.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.1% |
| 7D | -1.3% | +5.1% | -6.4% | -2.5% |
| 30D | -3.1% | -8.5% | +5.4% | -1.6% |
| 3M | +10.3% | +6.7% | +3.6% | +4.5% |
| 6M | +1.6% | +17.7% | -16.1% | -7.7% |
| YTD | +6.3% | +63.5% | -57.2% | -12.9% |
| 1Y | -0.5% | +73.6% | -74.1% | -21.2% |
| 3Y | +64.6% | +44.6% | +20.0% | +27.3% |
| 5Y | +106.0% | +16.1% | +89.9% | +59.0% |
| All | +671.2% | +778.5% | -107.3% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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