+114.6%
CTAS vs ESI
+72.3%
+42.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | -1.8% | +3.3% | -5.1% | -2.5% |
| 30D | -0.2% | -5.9% | +5.7% | +0.9% |
| 3M | +11.7% | -14.1% | +25.8% | +13.9% |
| 6M | +0.7% | +6.6% | -5.9% | -4.5% |
| YTD | +7.4% | +45.0% | -37.6% | -7.8% |
| 1Y | -2.1% | +41.5% | -43.6% | -15.8% |
| 3Y | +62.9% | +78.8% | -15.8% | +24.2% |
| All | +114.6% | +72.3% | +42.3% | +59.9% |
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