+2,659.8%
CTAS vs CAPR
-99.1%
+2,758.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +1.2% | +41.1% | -39.9% | +0.8% |
| 30D | +12.8% | +11.1% | +1.7% | +12.6% |
| 3M | +10.3% | +115.3% | -105.0% | +9.1% |
| 6M | +32.0% | -73.8% | +105.8% | +32.7% |
| YTD | +19.1% | -68.8% | +88.0% | +19.4% |
| 1Y | +21.5% | +43.3% | -21.8% | +16.9% |
| 3Y | +76.0% | +214.7% | -138.6% | +64.9% |
| 5Y | +110.9% | +141.3% | -30.4% | +96.7% |
| 10Y | +849.8% | -67.0% | +916.8% | +758.6% |
| All | +2,659.8% | -99.1% | +2,758.9% | +2,367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling