+834.0%
CTAS vs EXPD
+304.0%
+529.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | +1.2% | -7.2% | +8.3% | +4.4% |
| 30D | +12.8% | -3.3% | +16.0% | +14.3% |
| 3M | +10.3% | +3.4% | +6.9% | +8.1% |
| 6M | +32.0% | +22.7% | +9.3% | +19.1% |
| YTD | +19.1% | +24.5% | -5.4% | +5.1% |
| 1Y | +21.5% | +38.6% | -17.2% | +1.4% |
| 3Y | +76.0% | +71.5% | +4.5% | +27.2% |
| 5Y | +110.9% | +56.2% | +54.6% | +56.8% |
| All | +834.0% | +304.0% | +529.9% | +310.7% |
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