+834.0%
CTAS vs P
+713.7%
+120.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | +1.2% | -23.8% | +25.0% | +4.8% |
| 30D | +12.8% | -36.6% | +49.4% | +19.5% |
| 3M | +10.3% | +10.9% | -0.6% | +6.5% |
| 6M | +32.0% | +30.0% | +2.0% | +22.0% |
| YTD | +19.1% | +44.4% | -25.2% | +7.0% |
| 1Y | +21.5% | +3.9% | +17.5% | +14.2% |
| 3Y | +76.0% | +176.6% | -100.5% | +24.0% |
| 5Y | +110.9% | +249.3% | -138.4% | +35.1% |
| All | +834.0% | +713.7% | +120.2% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling