+815.5%
CTAS vs EXPE
+123.5%
+692.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +8.7% | -6.1% | +14.8% | +9.8% |
| 3M | +13.3% | -21.3% | +34.6% | +19.1% |
| 6M | +39.4% | +19.0% | +20.4% | +31.8% |
| YTD | +21.5% | -8.4% | +29.9% | +20.8% |
| 1Y | +21.9% | -2.8% | +24.7% | +19.1% |
| 3Y | +73.6% | +120.8% | -47.1% | +29.5% |
| 5Y | +116.2% | +46.2% | +70.0% | +72.5% |
| All | +815.5% | +123.5% | +692.0% | +401.3% |
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