+683.8%
CTAS vs EXPE
+153.6%
+530.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.0% | -11.5% | +12.5% | +3.9% |
| 30D | -1.1% | -13.1% | +12.0% | +2.1% |
| 3M | +11.5% | +18.1% | -6.6% | +6.4% |
| 6M | +0.2% | +13.3% | -13.1% | -3.9% |
| YTD | +7.2% | -3.2% | +10.4% | +5.8% |
| 1Y | 0.0% | +26.1% | -26.2% | -8.6% |
| 3Y | +65.9% | +151.7% | -85.8% | +19.7% |
| 5Y | +109.6% | +88.3% | +21.2% | +54.1% |
| 10Y | +683.8% | +158.0% | +525.7% | +330.4% |
| All | +683.8% | +153.6% | +530.2% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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