+117.6%
CTAS vs EXE
+66.0%
+51.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.0% |
| 1Y | +22.8% | -21.7% | +44.5% | +26.8% |
| 3Y | +73.4% | +21.0% | +52.4% | +65.7% |
| 5Y | +117.6% | +76.0% | +41.6% | +96.0% |
| All | +117.6% | +66.0% | +51.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling