+11,531.3%
CTAS vs ARWR
-97.0%
+11,628.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -1.8% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +11.7% | +14.9% | -3.2% | +11.6% |
| 6M | +0.7% | +32.6% | -31.9% | +0.6% |
| YTD | +7.4% | +30.0% | -22.6% | +7.3% |
| 1Y | -2.1% | +208.4% | -210.5% | -2.4% |
| 3Y | +62.9% | +208.8% | -145.9% | +62.3% |
| 5Y | +111.9% | +27.8% | +84.1% | +111.2% |
| 10Y | +652.2% | +1,107.6% | -455.4% | +649.0% |
| All | +11,531.3% | -97.0% | +11,628.4% | +12,574.4% |
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