+26,411.8%
CTAS vs ES
+1,261.0%
+25,150.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +10.2% | +8.2% | +2.0% | +7.1% |
| 3M | +12.1% | +0.6% | +11.5% | +11.7% |
| 6M | +38.3% | +6.0% | +32.3% | +35.3% |
| YTD | +21.9% | +9.3% | +12.6% | +17.5% |
| 1Y | +24.0% | +1.1% | +22.9% | +22.4% |
| 3Y | +75.1% | +51.9% | +23.2% | +46.5% |
| 5Y | +116.9% | +6.5% | +110.5% | +105.0% |
| 10Y | +821.3% | +94.8% | +726.5% | +600.1% |
| All | +26,411.8% | +1,261.0% | +25,150.8% | +11,688.3% |
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