+65.5%
CTAS vs ROP
-15.8%
+81.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.4% |
| 7D | -1.8% | -4.4% | +2.6% | +0.2% |
| 30D | -0.2% | +3.2% | -3.4% | -1.8% |
| 3M | +11.7% | +23.1% | -11.4% | +1.2% |
| 6M | +0.7% | +13.3% | -12.6% | -5.5% |
| YTD | +7.4% | -7.9% | +15.3% | +12.1% |
| 1Y | -2.1% | -22.1% | +20.0% | +12.7% |
| All | +65.5% | -15.8% | +81.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling