+150.2%
CTAS vs S
-51.5%
+201.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.7% |
| 7D | +0.5% | +4.1% | -3.6% | +0.1% |
| 30D | +10.2% | -7.2% | +17.4% | +10.7% |
| 3M | +12.1% | 0.0% | +12.1% | +11.3% |
| 6M | +38.3% | +41.6% | -3.3% | +32.1% |
| YTD | +21.9% | +48.6% | -26.7% | +15.3% |
| 1Y | +24.0% | +30.0% | -6.0% | +18.7% |
| 3Y | +75.1% | +42.2% | +33.0% | +62.0% |
| 5Y | +116.9% | -70.8% | +187.7% | +118.1% |
| All | +150.2% | -51.5% | +201.8% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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