+12,691.9%
CTAS vs ROP
+29,959.8%
-17,267.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.9% |
| 7D | +1.2% | +2.1% | -1.0% | +0.5% |
| 30D | +12.8% | +32.9% | -20.2% | +3.2% |
| 3M | +10.3% | +20.3% | -10.0% | +3.9% |
| 6M | +32.0% | +36.8% | -4.8% | +19.4% |
| YTD | +19.1% | +8.1% | +11.0% | +15.2% |
| 1Y | +21.5% | +8.3% | +13.2% | +17.3% |
| 3Y | +76.0% | -3.2% | +79.3% | +75.8% |
| 5Y | +110.9% | +1.7% | +109.1% | +107.9% |
| 10Y | +849.8% | +199.2% | +650.6% | +609.6% |
| All | +12,691.9% | +29,959.8% | -17,267.9% | +5,103.1% |
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