+76.0%
CTAS vs FIVE
+34.8%
+41.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | +12.8% | +17.7% | -4.9% | +11.6% |
| 3M | +10.3% | +4.0% | +6.3% | +9.9% |
| 6M | +32.0% | +2.6% | +29.4% | +31.3% |
| YTD | +19.1% | +27.6% | -8.4% | +16.8% |
| 1Y | +21.5% | +59.9% | -38.5% | +17.5% |
| 3Y | +76.0% | +35.8% | +40.3% | +67.4% |
| All | +76.0% | +34.8% | +41.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling