+209.9%
CTAS vs OPEN
-70.7%
+280.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.8% | -4.3% | +2.4% | -1.7% |
| 30D | -0.2% | -16.2% | +16.0% | +0.4% |
| 3M | +11.7% | -36.4% | +48.0% | +13.4% |
| 6M | +0.7% | -35.5% | +36.2% | +2.0% |
| YTD | +7.4% | -46.0% | +53.4% | +9.3% |
| 1Y | -2.1% | -47.1% | +45.0% | -2.1% |
| 3Y | +62.9% | -19.0% | +82.0% | +51.0% |
| 5Y | +111.9% | -83.6% | +195.5% | +99.4% |
| All | +209.9% | -70.7% | +280.6% | +174.6% |
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