+813.9%
CTAS vs ROL
+222.1%
+591.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.6% |
| 7D | -0.7% | +7.5% | -8.2% | -4.2% |
| 30D | +10.3% | +21.1% | -10.9% | +0.3% |
| 3M | +10.2% | +3.1% | +7.0% | +8.0% |
| 6M | +34.4% | -27.4% | +61.8% | +55.9% |
| YTD | +19.6% | -34.7% | +54.3% | +45.6% |
| 1Y | +21.8% | -32.9% | +54.7% | +46.2% |
| 3Y | +74.1% | +6.1% | +68.0% | +64.1% |
| 5Y | +114.0% | +16.3% | +97.7% | +87.5% |
| 10Y | +813.9% | +214.9% | +599.1% | +361.8% |
| All | +813.9% | +222.1% | +591.9% | +361.8% |
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