+683.1%
CTAS vs RJF
+429.3%
+253.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +0.5% | -2.7% | +3.2% | +1.8% |
| 30D | -0.7% | -4.3% | +3.5% | +1.1% |
| 3M | +11.1% | +15.7% | -4.7% | +3.7% |
| 6M | +2.1% | +17.8% | -15.7% | -5.7% |
| YTD | +8.0% | +9.2% | -1.2% | +2.4% |
| 1Y | -0.5% | +2.8% | -3.3% | -3.2% |
| 3Y | +66.2% | +69.5% | -3.2% | +23.7% |
| 5Y | +109.2% | +105.9% | +3.2% | +35.8% |
| All | +683.1% | +429.3% | +253.9% | +218.2% |
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