+243.8%
CTAS vs OPEN
-87.0%
+330.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -21.8% | +20.0% | -0.9% |
| 7D | +1.2% | -22.2% | +23.4% | +2.1% |
| 30D | +12.8% | -38.3% | +51.1% | +14.7% |
| 3M | +10.3% | -59.4% | +69.6% | +14.0% |
| 6M | +32.0% | -74.4% | +106.4% | +38.6% |
| YTD | +19.1% | -76.0% | +95.1% | +25.0% |
| 1Y | +21.5% | -78.7% | +100.1% | +27.6% |
| 3Y | +76.0% | -30.0% | +106.0% | +62.0% |
| 5Y | +110.9% | -93.7% | +204.6% | +105.8% |
| All | +243.8% | -87.0% | +330.7% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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