+74.2%
CTAS vs ARWR
+77.5%
-3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.3% |
| 7D | +0.5% | -17.9% | +18.4% | +1.2% |
| 30D | +10.2% | -18.9% | +29.1% | +11.1% |
| 3M | +12.1% | -46.0% | +58.0% | +14.7% |
| 6M | +38.3% | -40.3% | +78.6% | +40.7% |
| YTD | +21.9% | -29.0% | +50.9% | +22.7% |
| 1Y | +24.0% | +13.8% | +10.2% | +21.3% |
| All | +74.2% | +77.5% | -3.2% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling