+26,282.4%
CTAS vs ES
+1,275.7%
+25,006.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.9% |
| 7D | +3.8% | +5.9% | -2.1% | +1.7% |
| 30D | +15.5% | +10.2% | +5.3% | +11.6% |
| 3M | +12.7% | +0.4% | +12.3% | +12.4% |
| 6M | +34.5% | +6.9% | +27.6% | +31.1% |
| YTD | +21.3% | +10.5% | +10.8% | +16.5% |
| 1Y | +23.1% | +3.2% | +19.9% | +20.5% |
| 3Y | +79.3% | +49.0% | +30.3% | +51.0% |
| 5Y | +114.7% | +4.5% | +110.2% | +104.3% |
| 10Y | +867.1% | +92.3% | +774.8% | +637.4% |
| All | +26,282.4% | +1,275.7% | +25,006.7% | +11,586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling