+683.8%
CTAS vs ROL
+205.3%
+478.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | +1.0% | -3.3% | +4.3% | +2.6% |
| 30D | -1.1% | -7.2% | +6.2% | +2.6% |
| 3M | +11.5% | -27.0% | +38.5% | +29.5% |
| 6M | +0.2% | -39.5% | +39.7% | +27.6% |
| YTD | +7.2% | -41.8% | +49.0% | +38.5% |
| 1Y | 0.0% | -38.9% | +38.9% | +25.7% |
| 3Y | +65.9% | -0.4% | +66.3% | +61.3% |
| 5Y | +109.6% | -4.2% | +113.8% | +102.5% |
| 10Y | +683.8% | +208.2% | +475.5% | +331.0% |
| All | +683.8% | +205.3% | +478.4% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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