+815.5%
CTAS vs RY
+351.1%
+464.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.5% |
| 30D | +8.7% | +5.0% | +3.7% | +4.9% |
| 3M | +13.3% | -5.3% | +18.6% | +17.4% |
| 6M | +39.4% | +13.8% | +25.6% | +25.6% |
| YTD | +21.5% | +21.0% | +0.5% | +4.1% |
| 1Y | +21.9% | +40.5% | -18.6% | -6.8% |
| 3Y | +73.6% | +159.7% | -86.0% | -19.3% |
| 5Y | +116.2% | +124.3% | -8.1% | +10.8% |
| All | +815.5% | +351.1% | +464.4% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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