+166.5%
CTAS vs ROIV
+298.6%
-132.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -0.8% | +9.5% | -10.2% | -1.2% |
| 30D | +10.7% | +21.0% | -10.3% | +9.7% |
| 3M | +11.0% | +18.7% | -7.7% | +9.9% |
| 6M | +38.7% | +44.5% | -5.8% | +35.8% |
| YTD | +21.8% | +92.9% | -71.1% | +17.2% |
| 1Y | +23.6% | +100.2% | -76.7% | +18.6% |
| 3Y | +74.9% | +375.0% | -300.1% | +60.2% |
| 5Y | +119.5% | +435.2% | -315.7% | +88.5% |
| All | +166.5% | +298.6% | -132.0% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling