+116.9%
CTAS vs PR
+269.8%
-152.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +0.5% | +6.7% | -6.2% | -0.2% |
| 30D | +10.2% | -6.1% | +16.4% | +10.8% |
| 3M | +12.1% | +6.9% | +5.2% | +11.0% |
| 6M | +38.3% | +14.6% | +23.7% | +35.7% |
| YTD | +21.9% | +66.1% | -44.2% | +14.3% |
| 1Y | +24.0% | +77.0% | -53.0% | +15.4% |
| 3Y | +75.1% | +93.8% | -18.7% | +58.4% |
| 5Y | +116.9% | +268.2% | -151.3% | +77.2% |
| All | +116.9% | +269.8% | -152.9% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling