+74.1%
CTAS vs RF
+115.2%
-41.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +10.3% | +7.0% | +3.2% | +8.2% |
| 3M | +10.2% | -7.0% | +17.2% | +12.3% |
| 6M | +34.4% | +6.8% | +27.6% | +31.7% |
| YTD | +19.6% | +9.9% | +9.7% | +15.9% |
| 1Y | +21.8% | +21.1% | +0.7% | +14.8% |
| 3Y | +74.1% | +119.6% | -45.5% | +48.4% |
| All | +74.1% | +115.2% | -41.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling