+114.6%
CTAS vs ROL
-3.8%
+118.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +11.7% | -22.5% | +34.2% | +24.7% |
| 6M | +0.7% | -37.7% | +38.4% | +23.8% |
| YTD | +7.4% | -39.6% | +47.0% | +33.4% |
| 1Y | -2.1% | -36.0% | +33.9% | +18.1% |
| 3Y | +62.9% | -5.1% | +68.1% | +64.1% |
| All | +114.6% | -3.8% | +118.4% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling