+168.2%
CTAS vs EOSE
-60.6%
+228.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.5% | +1.8% | -1.3% | +0.5% |
| 30D | -0.7% | -6.8% | +6.1% | -0.7% |
| 3M | +11.1% | -36.3% | +47.4% | +12.0% |
| 6M | +2.1% | -38.8% | +40.9% | +2.5% |
| YTD | +8.0% | -65.5% | +73.5% | +9.5% |
| 1Y | -0.5% | -45.3% | +44.8% | -1.3% |
| 3Y | +66.2% | +44.2% | +22.1% | +53.1% |
| 5Y | +109.2% | -69.5% | +178.7% | +81.2% |
| All | +168.2% | -60.6% | +228.8% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling