-0.1%
CTAS vs ROL
-37.3%
+37.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +1.0% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | -1.0% | -6.9% | +5.9% | +1.7% |
| 3M | +15.8% | -24.6% | +40.4% | +28.7% |
| 6M | -1.0% | -39.5% | +38.5% | +19.6% |
| YTD | +7.4% | -41.1% | +48.5% | +29.9% |
| 1Y | -0.1% | -37.9% | +37.8% | +19.9% |
| All | -0.1% | -37.3% | +37.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling