+76.0%
CTAS vs EXPD
+68.8%
+7.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | +1.2% | -7.2% | +8.3% | +2.6% |
| 30D | +12.8% | -3.3% | +16.0% | +13.4% |
| 3M | +10.3% | +3.4% | +6.9% | +9.2% |
| 6M | +32.0% | +22.7% | +9.3% | +25.9% |
| YTD | +19.1% | +24.5% | -5.4% | +12.6% |
| 1Y | +21.5% | +38.6% | -17.2% | +11.8% |
| 3Y | +76.0% | +71.5% | +4.5% | +51.2% |
| All | +76.0% | +68.8% | +7.2% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling