+26,150.7%
CTAS vs ROK
+14,499.9%
+11,650.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | +0.7% | -11.0% | +11.7% | +4.4% |
| 30D | +11.3% | -8.2% | +19.5% | +14.0% |
| 3M | +11.4% | -8.5% | +19.9% | +14.0% |
| 6M | +35.6% | -12.0% | +47.6% | +39.5% |
| YTD | +20.7% | +3.1% | +17.6% | +16.3% |
| 1Y | +22.8% | +2.9% | +20.0% | +18.3% |
| 3Y | +73.4% | +60.7% | +12.8% | +36.6% |
| 5Y | +117.6% | +29.5% | +88.1% | +82.1% |
| 10Y | +818.4% | +262.6% | +555.8% | +427.5% |
| All | +26,150.7% | +14,499.9% | +11,650.8% | +5,041.0% |
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