+116.9%
CTAS vs RJF
+79.5%
+37.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | +10.2% | +6.7% | +3.5% | +7.9% |
| 3M | +12.1% | -7.3% | +19.4% | +14.7% |
| 6M | +38.3% | +9.8% | +28.5% | +33.6% |
| YTD | +21.9% | +5.6% | +16.3% | +18.4% |
| 1Y | +24.0% | +2.3% | +21.8% | +21.7% |
| 3Y | +75.1% | +73.6% | +1.6% | +38.7% |
| 5Y | +116.9% | +79.9% | +37.1% | +63.6% |
| All | +116.9% | +79.5% | +37.4% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling