+932.0%
CTAS vs RUN
-31.9%
+964.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | -0.2% | -15.3% | +15.0% | +1.0% |
| 3M | +11.7% | -40.0% | +51.7% | +15.8% |
| 6M | +0.7% | -27.0% | +27.7% | +2.2% |
| YTD | +7.4% | -51.7% | +59.1% | +11.5% |
| 1Y | -2.1% | -45.9% | +43.8% | -0.2% |
| 3Y | +62.9% | -43.8% | +106.7% | +47.2% |
| 5Y | +111.9% | -80.5% | +192.4% | +103.9% |
| 10Y | +652.2% | +45.3% | +606.9% | +437.9% |
| All | +932.0% | -31.9% | +964.0% | +646.5% |
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