+813.9%
CTAS vs ARWR
+921.6%
-107.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +1.8% |
| 7D | -0.7% | -17.3% | +16.6% | +0.9% |
| 30D | +10.3% | -21.5% | +31.8% | +12.5% |
| 3M | +10.2% | -43.8% | +54.0% | +15.7% |
| 6M | +34.4% | -32.3% | +66.6% | +38.0% |
| YTD | +19.6% | -25.8% | +45.4% | +21.1% |
| 1Y | +21.8% | +25.5% | -3.7% | +16.5% |
| 3Y | +74.1% | +84.1% | -10.0% | +52.8% |
| 5Y | +114.0% | -39.2% | +153.3% | +103.0% |
| 10Y | +813.9% | +1,072.4% | -258.4% | +587.0% |
| All | +813.9% | +921.6% | -107.6% | +587.0% |
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