+23,259.8%
CTAS vs ETR
+4,412.2%
+18,847.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.8% | +1.4% | -3.3% | -2.3% |
| 30D | -0.2% | +1.0% | -1.2% | -0.6% |
| 3M | +11.7% | -1.3% | +12.9% | +12.0% |
| 6M | +0.7% | +1.9% | -1.2% | -0.5% |
| YTD | +7.4% | +18.2% | -10.8% | +0.6% |
| 1Y | -2.1% | +24.7% | -26.8% | -10.2% |
| 3Y | +62.9% | +150.7% | -87.7% | +14.9% |
| 5Y | +111.9% | +127.0% | -15.1% | +53.6% |
| 10Y | +652.2% | +295.5% | +356.7% | +357.1% |
| All | +23,259.8% | +4,412.2% | +18,847.5% | +8,987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling