+26,282.4%
CTAS vs EXPD
+30,870.6%
-4,588.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | +0.1% |
| 7D | +3.8% | -4.8% | +8.6% | +5.2% |
| 30D | +15.5% | -1.5% | +17.1% | +15.9% |
| 3M | +12.7% | +4.1% | +8.6% | +11.1% |
| 6M | +34.5% | +24.0% | +10.5% | +26.0% |
| YTD | +21.3% | +27.4% | -6.1% | +11.9% |
| 1Y | +23.1% | +38.4% | -15.3% | +10.8% |
| 3Y | +79.3% | +73.2% | +6.1% | +49.4% |
| 5Y | +114.7% | +59.9% | +54.9% | +81.3% |
| 10Y | +867.1% | +319.9% | +547.2% | +529.6% |
| All | +26,282.4% | +30,870.6% | -4,588.2% | +9,627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling