+116.0%
CTAS vs AR
+99.4%
+16.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | +7.4% | -5.4% | +1.2% |
| 30D | +8.7% | +5.8% | +2.9% | +7.9% |
| 3M | +13.3% | +5.2% | +8.1% | +12.4% |
| 6M | +39.4% | +5.4% | +33.9% | +38.0% |
| YTD | +21.5% | +12.4% | +9.1% | +18.9% |
| 1Y | +21.9% | +12.8% | +9.1% | +19.1% |
| 3Y | +73.6% | +47.2% | +26.5% | +61.2% |
| All | +116.0% | +99.4% | +16.7% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling