+820.2%
CTAS vs RY
+355.6%
+464.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | -0.8% | -3.0% | +2.2% | +1.4% |
| 30D | +10.7% | +6.3% | +4.5% | +6.0% |
| 3M | +11.0% | -2.6% | +13.6% | +12.7% |
| 6M | +38.7% | +13.9% | +24.8% | +24.9% |
| YTD | +21.8% | +21.7% | +0.1% | +3.9% |
| 1Y | +23.6% | +40.4% | -16.9% | -5.5% |
| 3Y | +74.9% | +161.3% | -86.4% | -19.1% |
| 5Y | +119.5% | +126.5% | -7.0% | +11.7% |
| 10Y | +820.2% | +354.3% | +465.9% | +181.0% |
| All | +820.2% | +355.6% | +464.6% | +181.0% |
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