+815.5%
CTAS vs CRS
+790.4%
+25.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.2% |
| 7D | +2.0% | +4.8% | -2.8% | +0.8% |
| 30D | +8.7% | -23.2% | +31.9% | +14.1% |
| 3M | +13.3% | -45.5% | +58.8% | +28.2% |
| 6M | +39.4% | -33.1% | +72.5% | +48.8% |
| YTD | +21.5% | -7.2% | +28.7% | +18.4% |
| 1Y | +21.9% | -10.0% | +31.9% | +19.5% |
| 3Y | +73.6% | +332.3% | -258.7% | +6.1% |
| 5Y | +116.2% | +801.9% | -685.7% | +0.9% |
| All | +815.5% | +790.4% | +25.0% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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