+116.0%
CTAS vs M
-3.3%
+119.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | +2.0% | +7.0% | -5.0% | +1.1% |
| 30D | +8.7% | +8.9% | -0.2% | +7.4% |
| 3M | +13.3% | +4.5% | +8.8% | +12.4% |
| 6M | +39.4% | +36.2% | +3.2% | +33.8% |
| YTD | +21.5% | +15.1% | +6.4% | +18.6% |
| 1Y | +21.9% | +27.4% | -5.6% | +17.4% |
| 3Y | +73.6% | +160.1% | -86.5% | +45.5% |
| All | +116.0% | -3.3% | +119.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling