+135.1%
CTAS vs ROIV
+232.7%
-97.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.8% | +0.6% | -2.5% | -1.8% |
| 30D | -0.2% | +1.0% | -1.2% | -0.3% |
| 3M | +11.7% | +18.3% | -6.6% | +10.6% |
| 6M | +0.7% | +18.3% | -17.6% | -0.4% |
| YTD | +7.4% | +61.0% | -53.6% | +4.4% |
| 1Y | -2.1% | +177.9% | -180.0% | -7.8% |
| 3Y | +62.9% | +199.1% | -136.1% | +51.8% |
| 5Y | +111.9% | +250.7% | -138.8% | +88.4% |
| All | +135.1% | +232.7% | -97.5% | +113.8% |
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