+25.6%
CTAS vs M
+36.6%
-10.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.6% | -5.3% | +1.4% |
| 7D | +7.6% | +8.3% | -0.6% | +6.6% |
| 30D | +17.2% | +14.2% | +3.0% | +15.3% |
| 3M | +12.8% | -1.1% | +13.9% | +12.4% |
| 6M | +38.0% | +36.6% | +1.4% | +34.4% |
| YTD | +22.7% | +19.8% | +2.9% | +21.3% |
| 1Y | +25.6% | +37.2% | -11.5% | +21.3% |
| All | +25.6% | +36.6% | -10.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling