+655.6%
CTAS vs ES
+83.4%
+572.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -0.2% | -2.0% | +1.8% | +0.6% |
| 3M | +11.7% | +1.7% | +10.0% | +10.9% |
| 6M | +0.7% | -3.5% | +4.2% | +2.0% |
| YTD | +7.4% | +7.9% | -0.5% | +3.6% |
| 1Y | -2.1% | +17.2% | -19.3% | -9.7% |
| 3Y | +62.9% | +29.3% | +33.6% | +40.3% |
| 5Y | +111.9% | -5.7% | +117.6% | +110.4% |
| All | +655.6% | +83.4% | +572.2% | +518.6% |
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