+76.0%
CTAS vs AR
+19.9%
+56.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +1.2% | -14.3% | +15.4% | +2.4% |
| 30D | +12.8% | +1.4% | +11.3% | +12.4% |
| 3M | +10.3% | +3.4% | +6.9% | +9.6% |
| 6M | +32.0% | -2.1% | +34.1% | +31.7% |
| YTD | +19.1% | +4.7% | +14.4% | +17.5% |
| 1Y | +21.5% | +10.6% | +10.9% | +18.8% |
| 3Y | +76.0% | +24.6% | +51.5% | +62.5% |
| All | +76.0% | +19.9% | +56.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling