+26,150.7%
CTAS vs ETR
+4,599.0%
+21,551.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.7% | +2.6% | -1.9% | -0.2% |
| 30D | +11.3% | +8.7% | +2.6% | +8.1% |
| 3M | +11.4% | +6.4% | +5.1% | +8.9% |
| 6M | +35.6% | +0.7% | +34.9% | +34.9% |
| YTD | +20.7% | +23.0% | -2.3% | +11.4% |
| 1Y | +22.8% | +17.9% | +4.9% | +15.0% |
| 3Y | +73.4% | +154.9% | -81.5% | +21.6% |
| 5Y | +117.6% | +157.3% | -39.7% | +51.1% |
| 10Y | +818.4% | +373.4% | +445.1% | +428.2% |
| All | +26,150.7% | +4,599.0% | +21,551.7% | +9,962.8% |
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