+813.9%
CTAS vs CAPR
-64.9%
+878.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.1% | +0.2% |
| 7D | -0.7% | +36.0% | -36.8% | -1.2% |
| 30D | +10.3% | +25.8% | -15.5% | +9.8% |
| 3M | +10.2% | +140.8% | -130.6% | +8.3% |
| 6M | +34.4% | -67.6% | +101.9% | +35.0% |
| YTD | +19.6% | -65.9% | +85.4% | +19.8% |
| 1Y | +21.8% | +66.1% | -44.3% | +14.7% |
| 3Y | +74.1% | +256.9% | -182.8% | +55.3% |
| 5Y | +114.0% | +172.1% | -58.1% | +89.2% |
| 10Y | +813.9% | -64.7% | +878.6% | +664.0% |
| All | +813.9% | -64.9% | +878.9% | +664.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling