+671.2%
CTAS vs CRS
+1,409.1%
-737.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -1.3% | -4.1% | +2.8% | -0.4% |
| 30D | -3.1% | -16.6% | +13.5% | +0.8% |
| 3M | +10.3% | -14.3% | +24.6% | +13.1% |
| 6M | +1.6% | +11.6% | -10.0% | -2.7% |
| YTD | +6.3% | +42.6% | -36.3% | -4.7% |
| 1Y | -0.5% | +81.8% | -82.3% | -17.0% |
| 3Y | +64.6% | +632.1% | -567.5% | -9.8% |
| 5Y | +106.0% | +1,401.6% | -1,295.6% | -13.2% |
| All | +671.2% | +1,409.1% | -737.8% | +181.7% |
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