+23,259.8%
CTAS vs RF
+1,537.4%
+21,722.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | -0.2% | -3.6% | +3.4% | +0.7% |
| 3M | +11.7% | +8.1% | +3.6% | +9.5% |
| 6M | +0.7% | +11.5% | -10.8% | -2.1% |
| YTD | +7.4% | +15.6% | -8.2% | +3.3% |
| 1Y | -2.1% | +15.7% | -17.8% | -6.0% |
| 3Y | +62.9% | +86.9% | -24.0% | +36.8% |
| 5Y | +111.9% | +89.8% | +22.1% | +73.7% |
| 10Y | +652.2% | +344.7% | +307.5% | +387.6% |
| All | +23,259.8% | +1,537.4% | +21,722.3% | +8,718.8% |
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