+815.5%
CTAS vs RJF
+326.9%
+488.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +2.0% | +3.6% | -1.6% | +0.3% |
| 30D | +8.7% | +7.2% | +1.4% | +5.2% |
| 3M | +13.3% | -6.5% | +19.8% | +16.5% |
| 6M | +39.4% | +10.3% | +29.1% | +32.5% |
| YTD | +21.5% | +6.5% | +15.0% | +16.3% |
| 1Y | +21.9% | +6.1% | +15.8% | +16.7% |
| 3Y | +73.6% | +74.9% | -1.2% | +26.8% |
| 5Y | +116.2% | +81.3% | +34.9% | +49.3% |
| All | +815.5% | +326.9% | +488.5% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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