+26,411.8%
CTAS vs ETR
+4,609.1%
+21,802.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | +10.2% | +6.6% | +3.6% | +7.8% |
| 3M | +12.1% | +4.4% | +7.7% | +10.3% |
| 6M | +38.3% | -0.3% | +38.5% | +38.0% |
| YTD | +21.9% | +23.3% | -1.4% | +12.4% |
| 1Y | +24.0% | +18.9% | +5.2% | +15.8% |
| 3Y | +75.1% | +155.5% | -80.3% | +22.7% |
| 5Y | +116.9% | +159.9% | -43.0% | +50.1% |
| 10Y | +821.3% | +377.6% | +443.7% | +428.4% |
| All | +26,411.8% | +4,609.1% | +21,802.6% | +10,055.4% |
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