+662.9%
CTAS vs AR
+45.1%
+617.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -1.0% | +12.6% | -13.6% | -2.2% |
| 3M | +15.8% | +10.0% | +5.7% | +14.5% |
| 6M | -1.0% | +0.6% | -1.6% | -1.4% |
| YTD | +7.4% | +13.4% | -6.0% | +5.5% |
| 1Y | -0.1% | +21.7% | -21.8% | -2.9% |
| 3Y | +66.3% | +45.8% | +20.5% | +56.3% |
| 5Y | +111.0% | +144.3% | -33.3% | +83.7% |
| 10Y | +662.9% | +41.8% | +621.1% | +513.3% |
| All | +662.9% | +45.1% | +617.8% | +513.3% |
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