+141.9%
CTAS vs EXE
+187.5%
-45.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +11.5% | +9.5% | +2.0% | +9.9% |
| 6M | +0.2% | -9.3% | +9.5% | +1.4% |
| YTD | +7.2% | -10.9% | +18.1% | +8.5% |
| 1Y | 0.0% | +4.3% | -4.3% | -1.4% |
| 3Y | +65.9% | +18.8% | +47.1% | +59.7% |
| 5Y | +109.6% | +101.4% | +8.2% | +88.8% |
| All | +141.9% | +187.5% | -45.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling