+116.9%
CTAS vs ROIV
+413.4%
-296.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.3% |
| 7D | +0.5% | +9.2% | -8.7% | 0.0% |
| 30D | +10.2% | +19.9% | -9.7% | +9.2% |
| 3M | +12.1% | +10.6% | +1.5% | +11.4% |
| 6M | +38.3% | +36.1% | +2.2% | +35.6% |
| YTD | +21.9% | +84.3% | -62.4% | +17.3% |
| 1Y | +24.0% | +87.6% | -63.5% | +19.2% |
| 3Y | +75.1% | +353.9% | -278.8% | +59.8% |
| 5Y | +116.9% | +376.1% | -259.1% | +82.6% |
| All | +116.9% | +413.4% | -296.4% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling