+11,432.6%
CTAS vs ROP
+25,523.2%
-14,090.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.8% |
| 7D | -1.8% | -4.4% | +2.6% | -0.5% |
| 30D | -0.2% | +3.2% | -3.4% | -1.2% |
| 3M | +11.7% | +23.1% | -11.4% | +4.7% |
| 6M | +0.7% | +13.3% | -12.6% | -3.4% |
| YTD | +7.4% | -7.9% | +15.3% | +9.3% |
| 1Y | -2.1% | -22.1% | +20.0% | +4.7% |
| 3Y | +62.9% | -16.8% | +79.7% | +70.9% |
| 5Y | +111.9% | -13.5% | +125.4% | +120.1% |
| 10Y | +652.2% | +137.7% | +514.5% | +502.0% |
| All | +11,432.6% | +25,523.2% | -14,090.6% | +4,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling