+26,411.8%
CTAS vs CRS
+6,376.2%
+20,035.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +0.5% | +7.4% | -6.9% | -1.3% |
| 30D | +10.2% | -21.2% | +31.5% | +15.3% |
| 3M | +12.1% | -43.3% | +55.4% | +26.2% |
| 6M | +38.3% | -29.4% | +67.7% | +46.4% |
| YTD | +21.9% | -4.7% | +26.6% | +18.7% |
| 1Y | +24.0% | -9.6% | +33.6% | +22.1% |
| 3Y | +75.1% | +355.5% | -280.3% | +9.8% |
| 5Y | +116.9% | +826.6% | -709.6% | +8.4% |
| 10Y | +821.3% | +846.1% | -24.9% | +310.2% |
| All | +26,411.8% | +6,376.2% | +20,035.6% | +5,876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling