+818.6%
CTAS vs P
+666.7%
+151.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.4% |
| 7D | +0.5% | +17.8% | -17.3% | -1.9% |
| 30D | +10.2% | -29.9% | +40.1% | +15.1% |
| 3M | +12.1% | -1.2% | +13.3% | +10.5% |
| 6M | +38.3% | +32.1% | +6.1% | +28.2% |
| YTD | +21.9% | +64.3% | -42.4% | +7.4% |
| 1Y | +24.0% | +24.3% | -0.2% | +13.4% |
| 3Y | +75.1% | +203.2% | -128.1% | +22.1% |
| 5Y | +116.9% | +290.4% | -173.5% | +37.0% |
| All | +818.6% | +666.7% | +151.8% | +369.9% |
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