+113.3%
CTAS vs ESI
+28.5%
+84.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +1.2% | -8.5% | +9.7% | +2.7% |
| 30D | +12.8% | -15.7% | +28.4% | +16.0% |
| 3M | +10.3% | -18.2% | +28.5% | +13.8% |
| 6M | +32.0% | -28.8% | +60.8% | +38.5% |
| YTD | +19.1% | +26.3% | -7.1% | +4.2% |
| 1Y | +21.5% | +18.2% | +3.2% | +8.2% |
| 3Y | +76.0% | +68.1% | +7.9% | +32.4% |
| All | +113.3% | +28.5% | +84.9% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling