+685.6%
CTAS vs EXEL
+373.1%
+312.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -1.0% | +6.7% | -7.7% | -1.9% |
| 3M | +15.8% | +11.5% | +4.3% | +13.9% |
| 6M | -1.0% | +38.8% | -39.8% | -5.6% |
| YTD | +7.4% | +31.6% | -24.2% | +2.9% |
| 1Y | -0.1% | +53.0% | -53.1% | -6.6% |
| 3Y | +66.3% | +160.8% | -94.5% | +41.6% |
| 5Y | +111.0% | +190.1% | -79.1% | +74.7% |
| All | +685.6% | +373.1% | +312.5% | +515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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