+2,746.9%
CTAS vs FIVE
+848.8%
+1,898.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.5% | +2.4% | -2.0% | 0.0% |
| 30D | +10.2% | +15.8% | -5.6% | +7.1% |
| 3M | +12.1% | +3.8% | +8.3% | +11.0% |
| 6M | +38.3% | +18.5% | +19.7% | +32.8% |
| YTD | +21.9% | +31.2% | -9.3% | +14.1% |
| 1Y | +24.0% | +61.8% | -37.8% | +11.4% |
| 3Y | +75.1% | +39.9% | +35.3% | +53.5% |
| 5Y | +116.9% | +18.3% | +98.6% | +91.2% |
| 10Y | +821.3% | +510.0% | +311.3% | +501.4% |
| All | +2,746.9% | +848.8% | +1,898.1% | +1,630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling