+2,329.4%
CTAS vs MKTX
+1,445.7%
+883.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | +15.8% | +41.3% | -25.5% | +6.2% |
| 6M | -1.0% | -11.3% | +10.3% | +0.2% |
| YTD | +7.4% | -8.6% | +16.0% | +7.9% |
| 1Y | -0.1% | -11.1% | +10.9% | +0.8% |
| 3Y | +66.3% | -24.5% | +90.8% | +69.4% |
| 5Y | +111.0% | -61.4% | +172.4% | +144.1% |
| 10Y | +662.9% | +6.8% | +656.1% | +589.4% |
| All | +2,329.4% | +1,445.7% | +883.8% | +996.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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