+1,877.6%
CTAS vs ESI
+195.2%
+1,682.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +0.7% | -6.6% | +7.3% | +2.1% |
| 30D | +11.3% | -9.8% | +21.1% | +13.3% |
| 3M | +11.4% | -11.9% | +23.4% | +13.6% |
| 6M | +35.6% | -25.1% | +60.7% | +41.6% |
| YTD | +20.7% | +31.9% | -11.2% | +8.0% |
| 1Y | +22.8% | +19.2% | +3.6% | +12.5% |
| 3Y | +73.4% | +76.2% | -2.7% | +40.4% |
| 5Y | +117.6% | +39.4% | +78.2% | +84.1% |
| 10Y | +818.4% | +304.9% | +513.5% | +493.3% |
| All | +1,877.6% | +195.2% | +1,682.4% | +1,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling