+116.7%
CTAS vs FIVE
+20.2%
+96.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.7% | +17.4% | -6.7% | +8.3% |
| 3M | +11.0% | +7.0% | +4.0% | +9.8% |
| 6M | +38.7% | +20.5% | +18.3% | +34.5% |
| YTD | +21.8% | +33.1% | -11.4% | +16.0% |
| 1Y | +23.6% | +67.1% | -43.5% | +13.9% |
| 3Y | +74.9% | +41.9% | +33.0% | +63.4% |
| All | +116.7% | +20.2% | +96.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling