+65.5%
CTAS vs ROL
+7.0%
+58.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.2% |
| 30D | -0.2% | -4.1% | +3.9% | +1.5% |
| 3M | +11.7% | -22.5% | +34.2% | +24.2% |
| 6M | +0.7% | -37.7% | +38.4% | +23.1% |
| YTD | +7.4% | -39.6% | +47.0% | +32.4% |
| 1Y | -2.1% | -36.0% | +33.9% | +17.4% |
| All | +65.5% | +7.0% | +58.4% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling