+114.6%
CTAS vs P
+276.6%
-162.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.8% | +6.5% | -8.4% | -2.3% |
| 30D | -0.2% | +18.8% | -19.0% | -1.6% |
| 3M | +11.7% | +26.7% | -15.1% | +9.2% |
| 6M | +0.7% | +62.2% | -61.5% | -4.6% |
| YTD | +7.4% | +48.5% | -41.1% | +2.1% |
| 1Y | -2.1% | +26.4% | -28.5% | -6.4% |
| 3Y | +62.9% | +159.4% | -96.5% | +30.3% |
| All | +114.6% | +276.6% | -162.0% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling