+25.6%
CTAS vs ARWR
+59.7%
-34.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.4% |
| 7D | +7.6% | +2.4% | +5.2% | +7.6% |
| 30D | +17.2% | -1.1% | +18.3% | +17.2% |
| 3M | +12.8% | -31.2% | +43.9% | +12.5% |
| 6M | +38.0% | -19.3% | +57.3% | +38.0% |
| YTD | +22.7% | -7.1% | +29.8% | +22.2% |
| 1Y | +25.6% | +62.9% | -37.2% | +24.6% |
| All | +25.6% | +59.7% | -34.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling