+32.0%
CTAS vs CAPR
-72.8%
+104.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.7% |
| 7D | +1.2% | +41.1% | -39.9% | +1.6% |
| 30D | +12.8% | +11.1% | +1.7% | +13.0% |
| 3M | +10.3% | +115.3% | -105.0% | +11.7% |
| 6M | +32.0% | -73.8% | +105.8% | +25.8% |
| All | +32.0% | -72.8% | +104.8% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling