+26,587.7%
CTAS vs RF
+1,462.6%
+25,125.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +7.6% | +2.3% | +5.4% | +7.0% |
| 30D | +17.2% | +7.2% | +10.0% | +15.2% |
| 3M | +12.8% | -8.2% | +21.0% | +15.1% |
| 6M | +38.0% | +7.0% | +30.9% | +35.5% |
| YTD | +22.7% | +10.3% | +12.4% | +19.3% |
| 1Y | +25.6% | +25.1% | +0.6% | +18.4% |
| 3Y | +81.4% | +110.3% | -28.9% | +48.4% |
| 5Y | +117.9% | +47.1% | +70.8% | +90.4% |
| 10Y | +878.3% | +297.9% | +580.4% | +550.8% |
| All | +26,587.7% | +1,462.6% | +25,125.1% | +10,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling