+818.6%
CTAS vs CAPR
-63.2%
+881.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.8% | +0.2% |
| 7D | +0.5% | +19.1% | -18.6% | +0.2% |
| 30D | +10.2% | +48.8% | -38.6% | +9.5% |
| 3M | +12.1% | +144.4% | -132.3% | +10.1% |
| 6M | +38.3% | -67.5% | +105.8% | +38.8% |
| YTD | +21.9% | -64.5% | +86.4% | +22.0% |
| 1Y | +24.0% | +74.4% | -50.4% | +16.6% |
| 3Y | +75.1% | +265.7% | -190.6% | +56.1% |
| 5Y | +116.9% | +196.0% | -79.0% | +91.3% |
| All | +818.6% | -63.2% | +881.7% | +674.9% |
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