+818.6%
CTAS vs ROP
+183.9%
+634.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +2.2% |
| 30D | +10.2% | +29.7% | -19.5% | -7.2% |
| 3M | +12.1% | +21.2% | -9.1% | -1.8% |
| 6M | +38.3% | +48.3% | -10.0% | +5.3% |
| YTD | +21.9% | +8.4% | +13.5% | +13.2% |
| 1Y | +24.0% | +6.0% | +18.0% | +17.0% |
| 3Y | +75.1% | -5.6% | +80.7% | +76.3% |
| 5Y | +116.9% | +1.3% | +115.7% | +105.8% |
| All | +818.6% | +183.9% | +634.6% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling