+820.2%
CTAS vs AR
+58.9%
+761.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.7% |
| 7D | -0.8% | +2.1% | -2.9% | -1.0% |
| 30D | +10.7% | +4.5% | +6.2% | +10.1% |
| 3M | +11.0% | +1.0% | +10.0% | +10.7% |
| 6M | +38.7% | +4.4% | +34.3% | +37.6% |
| YTD | +21.8% | +10.9% | +10.9% | +19.6% |
| 1Y | +23.6% | +8.6% | +15.0% | +21.5% |
| 3Y | +74.9% | +48.5% | +26.4% | +64.2% |
| 5Y | +119.5% | +95.7% | +23.7% | +95.7% |
| 10Y | +820.2% | +55.5% | +764.8% | +605.9% |
| All | +820.2% | +58.9% | +761.3% | +605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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