+76.0%
CTAS vs ROL
+3.8%
+72.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +1.2% | +9.5% | -8.3% | -2.7% |
| 30D | +12.8% | +22.9% | -10.2% | +3.1% |
| 3M | +10.3% | +3.5% | +6.7% | +8.5% |
| 6M | +32.0% | -29.4% | +61.4% | +54.4% |
| YTD | +19.1% | -36.1% | +55.2% | +45.0% |
| 1Y | +21.5% | -34.4% | +55.8% | +45.8% |
| 3Y | +76.0% | +4.0% | +72.0% | +65.1% |
| All | +76.0% | +3.8% | +72.2% | +65.1% |
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