+63.7%
CTAS vs AU
+574.0%
-510.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.6% |
| 7D | -1.3% | -7.0% | +5.7% | -1.0% |
| 30D | -3.1% | +7.3% | -10.4% | -3.4% |
| 3M | +10.3% | +33.2% | -22.9% | +8.7% |
| 6M | +1.6% | -0.6% | +2.3% | +1.4% |
| YTD | +6.3% | +26.2% | -19.8% | +4.2% |
| 1Y | -0.5% | +68.3% | -68.7% | -4.6% |
| All | +63.7% | +574.0% | -510.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling