-2.1%
CTAS vs ROK
+29.3%
-31.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -0.2% | -3.3% | +3.1% | 0.0% |
| 3M | +11.7% | -5.9% | +17.5% | +11.7% |
| 6M | +0.7% | +13.9% | -13.2% | -3.0% |
| YTD | +7.4% | +12.6% | -5.2% | +3.2% |
| 1Y | -2.1% | +28.6% | -30.7% | -9.8% |
| All | -2.1% | +29.3% | -31.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling