+2,388.1%
CTAS vs CAPR
-99.1%
+2,487.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | -0.2% | +139.2% | -139.4% | -1.3% |
| 3M | +11.7% | -66.4% | +78.1% | +12.1% |
| 6M | +0.7% | -63.1% | +63.8% | +0.9% |
| YTD | +7.4% | -67.4% | +74.8% | +7.7% |
| 1Y | -2.1% | +58.2% | -60.4% | -5.9% |
| 3Y | +62.9% | +42.2% | +20.7% | +54.2% |
| 5Y | +111.9% | +87.3% | +24.6% | +98.4% |
| 10Y | +652.2% | -75.3% | +727.5% | +580.8% |
| All | +2,388.1% | -99.1% | +2,487.1% | +2,125.6% |
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