+1,069.7%
CTAS vs P
+469.1%
+600.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | +1.2% | -23.8% | +25.0% | +4.6% |
| 30D | +12.8% | -36.6% | +49.4% | +19.1% |
| 3M | +10.3% | +10.9% | -0.6% | +6.8% |
| 6M | +32.0% | +30.0% | +2.0% | +22.7% |
| YTD | +19.1% | +44.4% | -25.2% | +7.8% |
| 1Y | +21.5% | +3.9% | +17.5% | +14.7% |
| 3Y | +76.0% | +176.6% | -100.5% | +28.3% |
| 5Y | +110.9% | +249.3% | -138.4% | +41.6% |
| 10Y | +849.8% | +726.9% | +122.9% | +426.0% |
| All | +1,069.7% | +469.1% | +600.6% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling