+23,259.8%
CTAS vs ROK
+15,847.2%
+7,412.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -0.2% | -3.3% | +3.1% | +0.9% |
| 3M | +11.7% | -5.9% | +17.5% | +13.2% |
| 6M | +0.7% | +13.9% | -13.2% | -5.1% |
| YTD | +7.4% | +12.6% | -5.2% | +1.1% |
| 1Y | -2.1% | +28.6% | -30.7% | -12.4% |
| 3Y | +62.9% | +45.1% | +17.8% | +34.3% |
| 5Y | +111.9% | +45.6% | +66.3% | +71.2% |
| 10Y | +652.2% | +345.0% | +307.2% | +305.5% |
| All | +23,259.8% | +15,847.2% | +7,412.5% | +4,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling