+74.1%
CTAS vs EXPD
+72.3%
+1.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | -0.7% | -5.5% | +4.8% | +0.3% |
| 30D | +10.3% | -1.9% | +12.1% | +10.6% |
| 3M | +10.2% | +6.1% | +4.1% | +8.6% |
| 6M | +34.4% | +21.6% | +12.7% | +28.5% |
| YTD | +19.6% | +27.9% | -8.3% | +12.4% |
| 1Y | +21.8% | +39.4% | -17.6% | +12.0% |
| 3Y | +74.1% | +72.7% | +1.5% | +47.3% |
| All | +74.1% | +72.3% | +1.9% | +47.3% |
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