+9,432.4%
CTAS vs MCO
+7,504.3%
+1,928.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | -1.0% | +0.9% | -1.9% | -1.4% |
| 3M | +15.8% | +8.7% | +7.1% | +12.0% |
| 6M | -1.0% | +2.4% | -3.4% | -2.2% |
| YTD | +7.4% | -5.2% | +12.6% | +8.4% |
| 1Y | -0.1% | -4.4% | +4.2% | +0.3% |
| 3Y | +66.3% | +45.1% | +21.2% | +41.3% |
| 5Y | +111.0% | +31.5% | +79.5% | +84.1% |
| 10Y | +662.9% | +380.7% | +282.2% | +328.2% |
| All | +9,432.4% | +7,504.3% | +1,928.2% | +1,761.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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