+79.2%
CTAS vs PR
+61.1%
+18.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.8% |
| 7D | +3.8% | -16.5% | +20.4% | +5.0% |
| 30D | +15.5% | -4.5% | +20.1% | +15.7% |
| 3M | +12.7% | +8.5% | +4.2% | +11.6% |
| 6M | +34.5% | -3.3% | +37.8% | +34.3% |
| YTD | +21.3% | +55.7% | -34.4% | +14.9% |
| 1Y | +23.1% | +82.0% | -59.0% | +14.4% |
| All | +79.2% | +61.1% | +18.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling