+25,903.7%
CTAS vs PH
+25,027.9%
+875.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | -1.3% |
| 7D | -0.7% | +3.0% | -3.8% | -2.1% |
| 30D | +10.3% | -0.6% | +10.9% | +10.1% |
| 3M | +10.2% | -10.7% | +20.9% | +14.7% |
| 6M | +34.4% | +9.1% | +25.3% | +28.2% |
| YTD | +19.6% | +9.5% | +10.1% | +13.2% |
| 1Y | +21.8% | +14.0% | +7.8% | +13.3% |
| 3Y | +74.1% | +138.9% | -64.8% | +16.4% |
| 5Y | +114.0% | +209.1% | -95.1% | +26.3% |
| 10Y | +813.9% | +737.3% | +76.6% | +249.8% |
| All | +25,903.7% | +25,027.9% | +875.8% | +3,163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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