+1,059.8%
CTAS vs RUN
-33.3%
+1,093.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.5% | +1.8% |
| 7D | +0.7% | +0.3% | +0.3% | +0.5% |
| 30D | +11.3% | +14.0% | -2.7% | +9.8% |
| 3M | +11.4% | -11.8% | +23.2% | +12.0% |
| 6M | +35.6% | -40.4% | +76.0% | +40.0% |
| YTD | +20.7% | -52.7% | +73.4% | +25.1% |
| 1Y | +22.8% | -52.5% | +75.4% | +27.0% |
| 3Y | +73.4% | -7.7% | +81.1% | +47.4% |
| 5Y | +117.6% | -83.9% | +201.5% | +114.4% |
| 10Y | +818.4% | +84.9% | +733.5% | +552.8% |
| All | +1,059.8% | -33.3% | +1,093.1% | +737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling