+73.4%
CTAS vs EXE
+18.1%
+55.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | +11.3% | -0.3% | +11.6% | +11.3% |
| 3M | +11.4% | -9.3% | +20.7% | +12.9% |
| 6M | +35.6% | -7.2% | +42.9% | +36.8% |
| YTD | +20.7% | -18.9% | +39.6% | +24.1% |
| 1Y | +22.8% | -21.7% | +44.5% | +27.0% |
| 3Y | +73.4% | +21.0% | +52.4% | +65.1% |
| All | +73.4% | +18.1% | +55.3% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling