+113.3%
CTAS vs M
-11.5%
+124.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | +1.2% | -4.3% | +5.4% | +1.7% |
| 30D | +12.8% | +1.3% | +11.5% | +12.5% |
| 3M | +10.3% | -7.4% | +17.7% | +11.1% |
| 6M | +32.0% | +18.3% | +13.7% | +28.9% |
| YTD | +19.1% | +7.6% | +11.6% | +17.3% |
| 1Y | +21.5% | +17.4% | +4.1% | +18.2% |
| 3Y | +76.0% | +108.4% | -32.3% | +52.4% |
| All | +113.3% | -11.5% | +124.8% | +100.0% |
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