+3,504.5%
CTAS vs AU
+783.5%
+2,721.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -1.0% | +12.8% | -13.8% | -1.7% |
| 3M | +15.8% | +28.5% | -12.7% | +13.8% |
| 6M | -1.0% | +4.8% | -5.8% | -1.8% |
| YTD | +7.4% | +31.0% | -23.5% | +4.9% |
| 1Y | -0.1% | +81.4% | -81.6% | -4.6% |
| 3Y | +66.3% | +618.4% | -552.1% | +44.6% |
| 5Y | +111.0% | +686.3% | -575.3% | +80.5% |
| 10Y | +662.9% | +664.5% | -1.6% | +535.9% |
| All | +3,504.5% | +783.5% | +2,721.0% | +2,555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling