+25.6%
CTAS vs EOSE
-85.5%
+111.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.3% | +2.8% |
| 7D | +7.6% | +9.7% | -2.1% | +8.0% |
| 30D | +17.2% | -34.6% | +51.8% | +16.0% |
| 3M | +12.8% | -50.8% | +63.6% | +11.0% |
| 6M | +38.0% | -66.5% | +104.4% | +35.5% |
| YTD | +22.7% | -81.3% | +104.0% | +19.4% |
| 1Y | +25.6% | -84.8% | +110.5% | +22.5% |
| All | +25.6% | -85.5% | +111.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling