+2,497.5%
CTAS vs ET
+1,435.7%
+1,061.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -1.0% | +6.9% | -7.9% | -2.4% |
| 3M | +15.8% | +13.1% | +2.7% | +12.7% |
| 6M | -1.0% | +18.7% | -19.7% | -4.7% |
| YTD | +7.4% | +37.4% | -30.0% | +0.2% |
| 1Y | -0.1% | +34.8% | -34.9% | -6.5% |
| 3Y | +66.3% | +96.8% | -30.5% | +42.9% |
| 5Y | +111.0% | +238.2% | -127.3% | +60.3% |
| 10Y | +662.9% | +159.4% | +503.5% | +468.1% |
| All | +2,497.5% | +1,435.7% | +1,061.8% | +842.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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