+818.4%
CTAS vs FIVE
+562.8%
+255.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.7% | +7.3% | -6.6% | -0.9% |
| 30D | +11.3% | +18.1% | -6.8% | +7.2% |
| 3M | +11.4% | +7.7% | +3.7% | +9.2% |
| 6M | +35.6% | +13.6% | +22.0% | +30.5% |
| YTD | +20.7% | +34.6% | -13.9% | +11.1% |
| 1Y | +22.8% | +66.2% | -43.4% | +7.6% |
| 3Y | +73.4% | +43.5% | +29.9% | +48.5% |
| 5Y | +117.6% | +20.7% | +96.9% | +88.2% |
| 10Y | +818.4% | +541.5% | +277.0% | +427.3% |
| All | +818.4% | +562.8% | +255.7% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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