+3,908.7%
CTAS vs GNRC
+2,077.0%
+1,831.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.2% |
| 7D | +1.0% | +3.2% | -2.2% | +0.3% |
| 30D | -1.1% | -9.5% | +8.5% | +0.8% |
| 3M | +11.5% | -28.5% | +40.1% | +17.8% |
| 6M | +0.2% | -10.0% | +10.1% | -0.2% |
| YTD | +7.2% | +36.7% | -29.6% | -3.4% |
| 1Y | 0.0% | +2.6% | -2.6% | -4.8% |
| 3Y | +65.9% | +61.9% | +4.0% | +37.8% |
| 5Y | +109.6% | -59.0% | +168.6% | +124.3% |
| 10Y | +683.8% | +444.8% | +239.0% | +334.7% |
| All | +3,908.7% | +2,077.0% | +1,831.8% | +1,333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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