+76.0%
CTAS vs EXPE
+131.0%
-54.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.1% |
| 7D | +1.2% | -9.3% | +10.5% | +2.4% |
| 30D | +12.8% | +0.1% | +12.6% | +12.4% |
| 3M | +10.3% | -15.3% | +25.6% | +12.4% |
| 6M | +32.0% | +5.5% | +26.5% | +30.3% |
| YTD | +19.1% | -8.0% | +27.1% | +18.9% |
| 1Y | +21.5% | +18.9% | +2.6% | +16.7% |
| 3Y | +76.0% | +135.5% | -59.5% | +51.3% |
| All | +76.0% | +131.0% | -54.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling