+66.2%
CTAS vs SCHG
+86.3%
-20.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.2% |
| 7D | +0.5% | -1.0% | +1.6% | +0.9% |
| 30D | -0.7% | -1.3% | +0.5% | -0.3% |
| 3M | +11.1% | +5.4% | +5.6% | +8.5% |
| 6M | +2.1% | +14.4% | -12.3% | -3.9% |
| YTD | +8.0% | +8.0% | -0.1% | +4.0% |
| 1Y | -0.5% | +12.7% | -13.2% | -6.2% |
| 3Y | +66.2% | +85.6% | -19.4% | +14.6% |
| All | +66.2% | +86.3% | -20.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling