+813.9%
CTAS vs ES
+82.6%
+731.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +10.3% | +5.7% | +4.5% | +7.7% |
| 3M | +10.2% | -2.8% | +13.0% | +11.3% |
| 6M | +34.4% | +7.0% | +27.4% | +30.4% |
| YTD | +19.6% | +6.8% | +12.8% | +15.7% |
| 1Y | +21.8% | -0.5% | +22.3% | +20.6% |
| 3Y | +74.1% | +47.2% | +26.9% | +41.1% |
| 5Y | +114.0% | +2.3% | +111.8% | +104.3% |
| 10Y | +813.9% | +85.6% | +728.3% | +670.9% |
| All | +813.9% | +82.6% | +731.3% | +670.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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