+655.6%
CTAS vs RY
+371.9%
+283.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.8% | +3.1% | -4.9% | -4.0% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +11.7% | +8.7% | +3.0% | +4.4% |
| 6M | +0.7% | +28.5% | -27.8% | -17.1% |
| YTD | +7.4% | +25.1% | -17.7% | -10.0% |
| 1Y | -2.1% | +46.3% | -48.4% | -27.3% |
| 3Y | +62.9% | +154.9% | -92.0% | -23.1% |
| 5Y | +111.9% | +140.3% | -28.4% | +2.6% |
| All | +655.6% | +371.9% | +283.8% | +107.5% |
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