+116.0%
CTAS vs ARWR
-34.9%
+150.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | +2.0% | -17.8% | +19.8% | +3.5% |
| 30D | +8.7% | -18.1% | +26.8% | +10.3% |
| 3M | +13.3% | -44.2% | +57.5% | +18.5% |
| 6M | +39.4% | -38.6% | +78.0% | +44.1% |
| YTD | +21.5% | -28.0% | +49.5% | +23.1% |
| 1Y | +21.9% | +16.1% | +5.7% | +17.1% |
| 3Y | +73.6% | +84.0% | -10.3% | +49.3% |
| All | +116.0% | -34.9% | +150.9% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling