+161.7%
CTAS vs ROIV
+287.3%
-125.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.1% |
| 7D | -0.7% | +13.3% | -14.0% | -1.3% |
| 30D | +10.3% | +14.8% | -4.5% | +9.5% |
| 3M | +10.2% | +11.9% | -1.7% | +9.5% |
| 6M | +34.4% | +42.4% | -8.0% | +31.6% |
| YTD | +19.6% | +87.4% | -67.9% | +15.2% |
| 1Y | +21.8% | +97.2% | -75.4% | +17.0% |
| 3Y | +74.1% | +375.7% | -301.6% | +59.5% |
| 5Y | +114.0% | +379.0% | -265.0% | +84.4% |
| All | +161.7% | +287.3% | -125.6% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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