+114.0%
CTAS vs TECH
-41.1%
+155.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +10.3% | +0.5% | +9.7% | +10.1% |
| 3M | +10.2% | +0.9% | +9.3% | +10.0% |
| 6M | +34.4% | +51.0% | -16.7% | +22.8% |
| YTD | +19.6% | +24.4% | -4.8% | +12.4% |
| 1Y | +21.8% | +27.6% | -5.8% | +13.6% |
| 3Y | +74.1% | +29.9% | +44.2% | +51.8% |
| 5Y | +114.0% | -40.6% | +154.7% | +151.2% |
| All | +114.0% | -41.1% | +155.1% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling