+168.0%
CTAS vs PL
+28.1%
+139.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -2.2% |
| 7D | +1.2% | -6.8% | +8.0% | +1.4% |
| 30D | +12.8% | -29.3% | +42.1% | +14.3% |
| 3M | +10.3% | -44.8% | +55.0% | +12.9% |
| 6M | +32.0% | -68.4% | +100.4% | +37.8% |
| YTD | +19.1% | -36.4% | +55.5% | +18.2% |
| 1Y | +21.5% | +0.7% | +20.8% | +16.5% |
| 3Y | +76.0% | +455.3% | -379.3% | +39.9% |
| 5Y | +110.9% | +22.7% | +88.2% | +82.3% |
| All | +168.0% | +28.1% | +139.9% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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