+813.9%
CTAS vs PR
+66.7%
+747.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.4% |
| 7D | -0.7% | -12.4% | +11.7% | +0.2% |
| 30D | +10.3% | -6.6% | +16.8% | +10.7% |
| 3M | +10.2% | +7.5% | +2.7% | +9.4% |
| 6M | +34.4% | +10.8% | +23.6% | +33.0% |
| YTD | +19.6% | +57.0% | -37.5% | +15.2% |
| 1Y | +21.8% | +67.9% | -46.1% | +16.7% |
| 3Y | +74.1% | +87.6% | -13.5% | +64.1% |
| 5Y | +114.0% | +220.4% | -106.3% | +90.6% |
| 10Y | +813.9% | +64.8% | +749.1% | +690.3% |
| All | +813.9% | +66.7% | +747.2% | +690.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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