+32.0%
CTAS vs ROL
-29.5%
+61.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | +1.2% | +9.5% | -8.3% | -1.9% |
| 30D | +12.8% | +22.9% | -10.2% | +5.3% |
| 3M | +10.3% | +3.5% | +6.7% | +9.7% |
| 6M | +32.0% | -29.4% | +61.4% | +54.5% |
| All | +32.0% | -29.5% | +61.4% | +54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling