+1,947.9%
CTAS vs AR
-33.4%
+1,981.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +1.2% | -14.3% | +15.4% | +2.6% |
| 30D | +12.8% | +1.4% | +11.3% | +12.5% |
| 3M | +10.3% | +3.4% | +6.9% | +9.7% |
| 6M | +32.0% | -2.1% | +34.1% | +31.8% |
| YTD | +19.1% | +4.7% | +14.4% | +17.8% |
| 1Y | +21.5% | +10.6% | +10.9% | +19.3% |
| 3Y | +76.0% | +24.6% | +51.5% | +68.5% |
| 5Y | +110.9% | +71.9% | +39.0% | +91.3% |
| 10Y | +849.8% | +46.4% | +803.4% | +627.1% |
| All | +1,947.9% | -33.4% | +1,981.3% | +1,579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling