+109.6%
CTAS vs ETR
+122.8%
-13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -1.1% | +2.0% | -3.1% | -1.8% |
| 3M | +11.5% | -1.7% | +13.2% | +11.9% |
| 6M | +0.2% | +3.6% | -3.4% | -1.6% |
| YTD | +7.2% | +18.0% | -10.9% | +0.3% |
| 1Y | 0.0% | +26.2% | -26.2% | -9.1% |
| 3Y | +65.9% | +148.0% | -82.1% | +12.8% |
| 5Y | +109.6% | +126.1% | -16.5% | +46.3% |
| All | +109.6% | +122.8% | -13.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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