+1,746.3%
CTAS vs AR
-27.2%
+1,773.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | -0.2% | +14.8% | -15.0% | -1.6% |
| 3M | +11.7% | +6.2% | +5.5% | +10.9% |
| 6M | +0.7% | +4.3% | -3.6% | 0.0% |
| YTD | +7.4% | +14.4% | -7.0% | +5.5% |
| 1Y | -2.1% | +21.3% | -23.4% | -4.6% |
| 3Y | +62.9% | +39.8% | +23.1% | +54.3% |
| 5Y | +111.9% | +142.1% | -30.2% | +86.2% |
| 10Y | +652.2% | +52.0% | +600.1% | +473.9% |
| All | +1,746.3% | -27.2% | +1,773.5% | +1,404.1% |
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 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