+2,647.0%
CTAS vs EXEL
+273.2%
+2,373.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.8% | +8.4% | -10.2% | -2.7% |
| 30D | -0.2% | +4.1% | -4.3% | -0.8% |
| 3M | +11.7% | +12.4% | -0.7% | +10.0% |
| 6M | +0.7% | +41.5% | -40.8% | -3.6% |
| YTD | +7.4% | +34.6% | -27.2% | +3.3% |
| 1Y | -2.1% | +57.9% | -60.0% | -7.9% |
| 3Y | +62.9% | +159.5% | -96.6% | +42.7% |
| 5Y | +111.9% | +198.5% | -86.6% | +80.9% |
| 10Y | +652.2% | +411.4% | +240.8% | +469.6% |
| All | +2,647.0% | +273.2% | +2,373.8% | +1,392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling