-2.1%
CTAS vs EXPD
+57.8%
-60.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | -0.2% | +4.1% | -4.3% | -0.8% |
| 3M | +11.7% | +17.9% | -6.2% | +8.8% |
| 6M | +0.7% | +29.2% | -28.5% | -3.4% |
| YTD | +7.4% | +27.4% | -19.9% | +2.8% |
| 1Y | -2.1% | +56.8% | -58.9% | -11.0% |
| All | -2.1% | +57.8% | -60.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling