+813.9%
CTAS vs M
+3.7%
+810.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -1.0% |
| 7D | -0.7% | +2.5% | -3.3% | -1.2% |
| 30D | +10.3% | +10.1% | +0.2% | +8.4% |
| 3M | +10.2% | -0.9% | +11.1% | +10.0% |
| 6M | +34.4% | +30.2% | +4.2% | +27.9% |
| YTD | +19.6% | +16.3% | +3.3% | +15.4% |
| 1Y | +21.8% | +27.0% | -5.2% | +15.6% |
| 3Y | +74.1% | +154.5% | -80.4% | +39.7% |
| 5Y | +114.0% | -1.1% | +115.1% | +94.2% |
| 10Y | +813.9% | +0.5% | +813.4% | +501.4% |
| All | +813.9% | +3.7% | +810.2% | +501.4% |
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