+683.1%
CTAS vs AU
+699.0%
-15.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +0.5% | -4.3% | +4.8% | +0.7% |
| 30D | -0.7% | +7.3% | -8.0% | -1.1% |
| 3M | +11.1% | +26.3% | -15.2% | +9.6% |
| 6M | +2.1% | +1.8% | +0.4% | +1.6% |
| YTD | +8.0% | +26.8% | -18.9% | +5.9% |
| 1Y | -0.5% | +66.7% | -67.2% | -4.1% |
| 3Y | +66.2% | +579.1% | -512.9% | +46.5% |
| 5Y | +109.2% | +689.3% | -580.1% | +81.3% |
| All | +683.1% | +699.0% | -15.8% | +618.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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