+815.5%
CTAS vs RUN
+68.6%
+746.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +2.0% | -13.5% | +15.5% | +3.2% |
| 30D | +8.7% | +18.3% | -9.6% | +6.7% |
| 3M | +13.3% | -12.5% | +25.8% | +14.0% |
| 6M | +39.4% | -40.3% | +79.7% | +44.3% |
| YTD | +21.5% | -53.1% | +74.6% | +26.4% |
| 1Y | +21.9% | -54.3% | +76.2% | +26.8% |
| 3Y | +73.6% | -6.5% | +80.1% | +43.1% |
| 5Y | +116.2% | -85.3% | +201.5% | +118.0% |
| All | +815.5% | +68.6% | +746.9% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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