+2,260.8%
CTAS vs EXPE
+851.4%
+1,409.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -1.8% | -9.5% | +7.7% | +0.4% |
| 30D | -0.2% | -6.6% | +6.4% | +1.2% |
| 3M | +11.7% | +31.4% | -19.7% | +4.6% |
| 6M | +0.7% | +35.2% | -34.5% | -6.8% |
| YTD | +7.4% | +5.8% | +1.6% | +4.1% |
| 1Y | -2.1% | +38.7% | -40.8% | -11.5% |
| 3Y | +62.9% | +175.8% | -112.8% | +20.6% |
| 5Y | +111.9% | +111.8% | 0.0% | +59.1% |
| 10Y | +652.2% | +179.7% | +472.5% | +388.1% |
| All | +2,260.8% | +851.4% | +1,409.4% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling