+25,810.5%
CTAS vs ROL
+9,562.4%
+16,248.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +1.2% | +9.5% | -8.3% | -2.5% |
| 30D | +12.8% | +22.9% | -10.2% | +3.6% |
| 3M | +10.3% | +3.5% | +6.7% | +8.3% |
| 6M | +32.0% | -29.4% | +61.4% | +50.6% |
| YTD | +19.1% | -36.1% | +55.2% | +41.1% |
| 1Y | +21.5% | -34.4% | +55.8% | +42.3% |
| 3Y | +76.0% | +4.0% | +72.0% | +70.1% |
| 5Y | +110.9% | +13.2% | +97.6% | +94.1% |
| 10Y | +849.8% | +219.7% | +630.1% | +472.2% |
| All | +25,810.5% | +9,562.4% | +16,248.1% | +4,315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling