+134.0%
CTAS vs AUR
-34.9%
+168.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | 0.0% | +19.2% | -19.3% | -1.1% |
| 30D | -1.0% | -7.8% | +6.8% | -0.7% |
| 3M | +15.8% | +4.0% | +11.8% | +15.1% |
| 6M | -1.0% | +45.0% | -46.0% | -4.2% |
| YTD | +7.4% | +69.5% | -62.1% | +2.6% |
| 1Y | -0.1% | +13.0% | -13.2% | -2.3% |
| 3Y | +66.3% | +90.4% | -24.1% | +48.6% |
| 5Y | +111.0% | -34.2% | +145.1% | +93.0% |
| All | +134.0% | -34.9% | +168.9% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling