+12,737.9%
CTAS vs ROP
+29,647.0%
-16,909.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +10.3% | +29.5% | -19.3% | +1.7% |
| 3M | +10.2% | +17.5% | -7.4% | +4.6% |
| 6M | +34.4% | +38.1% | -3.7% | +21.2% |
| YTD | +19.6% | +7.0% | +12.6% | +16.0% |
| 1Y | +21.8% | +6.5% | +15.3% | +18.2% |
| 3Y | +74.1% | -5.5% | +79.6% | +75.1% |
| 5Y | +114.0% | -0.4% | +114.4% | +112.4% |
| 10Y | +813.9% | +183.6% | +630.4% | +592.4% |
| All | +12,737.9% | +29,647.0% | -16,909.1% | +5,138.4% |
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