+815.5%
CTAS vs EXPD
+335.0%
+480.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.0% | +5.5% | -3.5% | -0.5% |
| 30D | +8.7% | -0.8% | +9.5% | +8.9% |
| 3M | +13.3% | +4.1% | +9.1% | +10.8% |
| 6M | +39.4% | +25.7% | +13.7% | +24.5% |
| YTD | +21.5% | +31.4% | -9.9% | +4.5% |
| 1Y | +21.9% | +42.2% | -20.3% | +0.7% |
| 3Y | +73.6% | +77.2% | -3.5% | +23.7% |
| 5Y | +116.2% | +61.0% | +55.2% | +59.0% |
| All | +815.5% | +335.0% | +480.5% | +277.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling