+1,034.6%
CTAS vs PR
+160.5%
+874.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.8% |
| 7D | +7.6% | -12.1% | +19.7% | +8.5% |
| 30D | +17.2% | +0.9% | +16.3% | +17.1% |
| 3M | +12.8% | +10.1% | +2.6% | +11.8% |
| 6M | +38.0% | +1.1% | +36.9% | +37.5% |
| YTD | +22.7% | +63.7% | -40.9% | +17.9% |
| 1Y | +25.6% | +87.0% | -61.4% | +19.6% |
| 3Y | +81.4% | +70.7% | +10.7% | +72.2% |
| 5Y | +117.9% | +246.8% | -128.9% | +93.3% |
| 10Y | +878.3% | +72.6% | +805.7% | +723.3% |
| All | +1,034.6% | +160.5% | +874.1% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling