+834.0%
CTAS vs RF
+279.4%
+554.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +12.8% | +6.0% | +6.7% | +10.4% |
| 3M | +10.3% | -8.9% | +19.2% | +14.1% |
| 6M | +32.0% | +2.3% | +29.7% | +30.5% |
| YTD | +19.1% | +7.6% | +11.6% | +15.1% |
| 1Y | +21.5% | +21.2% | +0.3% | +12.1% |
| 3Y | +76.0% | +108.5% | -32.5% | +28.3% |
| 5Y | +110.9% | +43.2% | +67.6% | +71.5% |
| All | +834.0% | +279.4% | +554.5% | +404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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