+166.9%
CTAS vs EOSE
-57.1%
+224.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.2% |
| 7D | 0.0% | +41.4% | -41.5% | -0.9% |
| 30D | -1.0% | +3.6% | -4.6% | -1.2% |
| 3M | +15.8% | -35.7% | +51.5% | +16.7% |
| 6M | -1.0% | -29.9% | +28.8% | -1.0% |
| YTD | +7.4% | -62.5% | +69.9% | +8.7% |
| 1Y | -0.1% | -37.4% | +37.3% | -1.3% |
| 3Y | +66.3% | +55.8% | +10.5% | +52.9% |
| 5Y | +111.0% | -67.8% | +178.8% | +82.3% |
| All | +166.9% | -57.1% | +224.0% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling