+662.9%
CTAS vs ARWR
+1,075.6%
-412.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | -1.0% | -2.9% | +1.9% | -0.8% |
| 3M | +15.8% | +15.2% | +0.5% | +13.9% |
| 6M | -1.0% | +42.3% | -43.3% | -4.8% |
| YTD | +7.4% | +28.2% | -20.8% | +4.0% |
| 1Y | -0.1% | +213.2% | -213.4% | -11.9% |
| 3Y | +66.3% | +184.6% | -118.4% | +41.5% |
| 5Y | +111.0% | +29.2% | +81.7% | +87.5% |
| 10Y | +662.9% | +1,012.5% | -349.7% | +454.3% |
| All | +662.9% | +1,075.6% | -412.7% | +454.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling