+834.0%
CTAS vs M
-4.2%
+838.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.0% |
| 7D | +1.2% | -4.3% | +5.4% | +1.8% |
| 30D | +12.8% | +1.3% | +11.5% | +12.4% |
| 3M | +10.3% | -7.4% | +17.7% | +11.4% |
| 6M | +32.0% | +18.3% | +13.7% | +27.7% |
| YTD | +19.1% | +7.6% | +11.6% | +16.5% |
| 1Y | +21.5% | +17.4% | +4.1% | +16.9% |
| 3Y | +76.0% | +108.4% | -32.3% | +46.3% |
| 5Y | +110.9% | -10.6% | +121.5% | +94.8% |
| All | +834.0% | -4.2% | +838.1% | +524.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling