+24.0%
CTAS vs PR
+76.2%
-52.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.2% |
| 7D | +0.5% | +6.7% | -6.2% | +0.8% |
| 30D | +10.2% | -6.1% | +16.4% | +9.9% |
| 3M | +12.1% | +6.9% | +5.2% | +12.4% |
| 6M | +38.3% | +14.6% | +23.7% | +38.9% |
| YTD | +21.9% | +66.1% | -44.2% | +20.2% |
| 1Y | +24.0% | +77.0% | -53.0% | +21.7% |
| All | +24.0% | +76.2% | -52.2% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling