+21.5%
CTAS vs RF
+21.0%
+0.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | +12.8% | +6.0% | +6.7% | +11.0% |
| 3M | +10.3% | -8.9% | +19.2% | +12.8% |
| 6M | +32.0% | +2.3% | +29.7% | +31.0% |
| YTD | +19.1% | +7.6% | +11.6% | +16.2% |
| 1Y | +21.5% | +21.2% | +0.3% | +15.7% |
| All | +21.5% | +21.0% | +0.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling