-0.5%
CTAS vs AUR
+17.8%
-18.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.6% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | -0.7% | -6.4% | +5.7% | -0.8% |
| 3M | +11.1% | +7.7% | +3.4% | +11.1% |
| 6M | +2.1% | +44.5% | -42.4% | +0.1% |
| YTD | +8.0% | +67.4% | -59.5% | +5.2% |
| 1Y | -0.5% | +15.4% | -15.9% | -3.1% |
| All | -0.5% | +17.8% | -18.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling