+12,801.4%
CTAS vs ARWR
-98.0%
+12,899.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +12.8% | -5.4% | +18.2% | +12.8% |
| 3M | +10.3% | -32.2% | +42.5% | +10.4% |
| 6M | +32.0% | -26.5% | +58.5% | +32.1% |
| YTD | +19.1% | -12.4% | +31.5% | +19.1% |
| 1Y | +21.5% | +46.9% | -25.4% | +21.3% |
| 3Y | +76.0% | +116.0% | -39.9% | +75.5% |
| 5Y | +110.9% | -28.0% | +138.8% | +110.4% |
| 10Y | +849.8% | +923.9% | -74.1% | +846.7% |
| All | +12,801.4% | -98.0% | +12,899.4% | +13,970.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling