+23,259.8%
CTAS vs LEN
+10,533.4%
+12,726.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -0.2% | -4.9% | +4.7% | +0.9% |
| 3M | +11.7% | -8.5% | +20.2% | +13.7% |
| 6M | +0.7% | -20.7% | +21.4% | +5.6% |
| YTD | +7.4% | -17.4% | +24.8% | +11.3% |
| 1Y | -2.1% | -38.2% | +36.1% | +8.1% |
| 3Y | +62.9% | -24.9% | +87.8% | +68.0% |
| 5Y | +111.9% | -11.4% | +123.3% | +106.8% |
| 10Y | +652.2% | +110.0% | +542.2% | +477.1% |
| All | +23,259.8% | +10,533.4% | +12,726.3% | +6,413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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