+655.6%
CTAS vs FIVE
+477.5%
+178.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.4% |
| 7D | -1.8% | +4.3% | -6.1% | -2.8% |
| 30D | -0.2% | +12.5% | -12.7% | -3.0% |
| 3M | +11.7% | +31.2% | -19.6% | +4.8% |
| 6M | +0.7% | +14.4% | -13.7% | -3.5% |
| YTD | +7.4% | +33.9% | -26.5% | -0.9% |
| 1Y | -2.1% | +65.1% | -67.2% | -14.4% |
| 3Y | +62.9% | +49.0% | +14.0% | +37.8% |
| 5Y | +111.9% | +30.3% | +81.6% | +78.4% |
| All | +655.6% | +477.5% | +178.1% | +338.2% |
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