+662.9%
CTAS vs M
-6.4%
+669.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | -1.0% | -11.6% | +10.6% | +1.0% |
| 3M | +15.8% | +1.6% | +14.1% | +15.2% |
| 6M | -1.0% | +25.2% | -26.2% | -5.1% |
| YTD | +7.4% | +3.8% | +3.7% | +5.8% |
| 1Y | -0.1% | +36.3% | -36.5% | -6.3% |
| 3Y | +66.3% | +116.3% | -50.0% | +37.2% |
| 5Y | +111.0% | +28.2% | +82.8% | +80.4% |
| 10Y | +662.9% | -3.4% | +666.3% | +402.1% |
| All | +662.9% | -6.4% | +669.3% | +402.1% |
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