+73.4%
CTAS vs EXEL
+236.1%
-162.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.1% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +11.3% | +17.9% | -6.6% | +9.7% |
| 3M | +11.4% | +33.3% | -21.8% | +8.7% |
| 6M | +35.6% | +46.6% | -10.9% | +31.2% |
| YTD | +20.7% | +61.0% | -40.3% | +15.5% |
| 1Y | +22.8% | +70.4% | -47.6% | +16.9% |
| 3Y | +73.4% | +236.1% | -162.7% | +54.7% |
| All | +73.4% | +236.1% | -162.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling