+834.0%
CTAS vs RY
+360.6%
+473.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | +12.8% | +5.9% | +6.9% | +8.2% |
| 3M | +10.3% | -4.3% | +14.6% | +13.4% |
| 6M | +32.0% | +12.1% | +19.9% | +20.3% |
| YTD | +19.1% | +20.3% | -1.1% | +2.6% |
| 1Y | +21.5% | +41.0% | -19.5% | -7.4% |
| 3Y | +76.0% | +157.5% | -81.5% | -17.7% |
| 5Y | +110.9% | +123.2% | -12.3% | +8.5% |
| All | +834.0% | +360.6% | +473.4% | +185.4% |
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