+63.7%
CTAS vs AUR
+81.4%
-17.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -3.1% | -8.9% | +5.8% | -2.8% |
| 3M | +10.3% | +4.6% | +5.7% | +9.7% |
| 6M | +1.6% | +44.9% | -43.2% | -1.1% |
| YTD | +6.3% | +64.8% | -58.5% | +2.6% |
| 1Y | -0.5% | +16.4% | -16.8% | -2.4% |
| All | +63.7% | +81.4% | -17.7% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling