+11,833.7%
CTAS vs M
+396.5%
+11,437.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | -1.8% | +4.7% | -6.5% | -2.8% |
| 30D | -0.2% | -9.6% | +9.4% | +1.9% |
| 3M | +11.7% | +0.9% | +10.8% | +11.1% |
| 6M | +0.7% | +22.3% | -21.6% | -4.2% |
| YTD | +7.4% | +6.5% | +0.9% | +4.7% |
| 1Y | -2.1% | +38.8% | -40.9% | -10.2% |
| 3Y | +62.9% | +115.9% | -53.0% | +27.7% |
| 5Y | +111.9% | +28.6% | +83.3% | +72.9% |
| 10Y | +652.2% | -2.5% | +654.7% | +441.3% |
| All | +11,833.7% | +396.5% | +11,437.2% | +5,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling