+25,810.5%
CTAS vs ES
+1,235.9%
+24,574.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | +12.8% | +7.1% | +5.7% | +10.0% |
| 3M | +10.3% | -1.9% | +12.2% | +10.9% |
| 6M | +32.0% | +4.4% | +27.6% | +29.8% |
| YTD | +19.1% | +7.3% | +11.8% | +15.6% |
| 1Y | +21.5% | +2.1% | +19.3% | +19.4% |
| 3Y | +76.0% | +41.8% | +34.2% | +51.0% |
| 5Y | +110.9% | +1.4% | +109.4% | +102.7% |
| 10Y | +849.8% | +86.8% | +763.1% | +631.9% |
| All | +25,810.5% | +1,235.9% | +24,574.5% | +11,498.1% |
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