+820.2%
CTAS vs ROK
+273.4%
+546.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.1% |
| 7D | -0.8% | -8.5% | +7.7% | +2.3% |
| 30D | +10.7% | -6.4% | +17.1% | +12.9% |
| 3M | +11.0% | -8.8% | +19.8% | +14.2% |
| 6M | +38.7% | -10.5% | +49.2% | +42.3% |
| YTD | +21.8% | +5.4% | +16.4% | +14.6% |
| 1Y | +23.6% | +5.0% | +18.6% | +16.3% |
| 3Y | +74.9% | +64.3% | +10.6% | +24.7% |
| 5Y | +119.5% | +34.0% | +85.5% | +69.5% |
| 10Y | +820.2% | +268.2% | +552.0% | +318.9% |
| All | +820.2% | +273.4% | +546.8% | +318.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling