+164.2%
CTAS vs ROIV
+292.3%
-128.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.9% |
| 7D | +0.7% | +14.3% | -13.6% | +0.1% |
| 30D | +11.3% | +16.2% | -4.9% | +10.5% |
| 3M | +11.4% | +15.1% | -3.7% | +10.5% |
| 6M | +35.6% | +44.2% | -8.6% | +32.8% |
| YTD | +20.7% | +89.8% | -69.1% | +16.3% |
| 1Y | +22.8% | +94.6% | -71.7% | +18.1% |
| 3Y | +73.4% | +367.5% | -294.1% | +58.9% |
| 5Y | +117.6% | +421.4% | -303.8% | +87.1% |
| All | +164.2% | +292.3% | -128.1% | +138.1% |
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