+820.2%
CTAS vs ES
+92.3%
+727.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +10.7% | +6.7% | +4.0% | +7.7% |
| 3M | +11.0% | +0.3% | +10.7% | +10.7% |
| 6M | +38.7% | +7.4% | +31.3% | +34.5% |
| YTD | +21.8% | +8.4% | +13.4% | +17.1% |
| 1Y | +23.6% | +0.6% | +22.9% | +21.9% |
| 3Y | +74.9% | +50.6% | +24.3% | +40.3% |
| 5Y | +119.5% | +4.8% | +114.6% | +107.1% |
| 10Y | +820.2% | +93.1% | +727.1% | +664.5% |
| All | +820.2% | +92.3% | +727.9% | +664.5% |
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