+23.6%
CTAS vs ES
+1.2%
+22.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +10.7% | +6.7% | +4.0% | +9.0% |
| 3M | +11.0% | +0.3% | +10.7% | +10.8% |
| 6M | +38.7% | +7.4% | +31.3% | +37.6% |
| YTD | +21.8% | +8.4% | +13.4% | +20.9% |
| 1Y | +23.6% | +0.6% | +22.9% | +22.8% |
| All | +23.6% | +1.2% | +22.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling