+683.1%
CTAS vs ROK
+357.9%
+325.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +0.8% |
| 7D | +0.5% | -1.2% | +1.8% | +1.1% |
| 30D | -0.7% | -4.8% | +4.1% | +1.3% |
| 3M | +11.1% | -6.1% | +17.2% | +13.1% |
| 6M | +2.1% | +15.5% | -13.3% | -6.0% |
| YTD | +8.0% | +11.2% | -3.2% | +0.4% |
| 1Y | -0.5% | +23.8% | -24.3% | -12.3% |
| 3Y | +66.2% | +53.1% | +13.1% | +25.2% |
| 5Y | +109.2% | +48.3% | +60.9% | +55.0% |
| All | +683.1% | +357.9% | +325.2% | +233.4% |
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