+7,463.9%
CTAS vs RY
+11,573.6%
-4,109.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.8% | +3.1% | -4.9% | -3.3% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +11.7% | +8.7% | +3.0% | +6.8% |
| 6M | +0.7% | +28.5% | -27.8% | -11.4% |
| YTD | +7.4% | +25.1% | -17.7% | -4.4% |
| 1Y | -2.1% | +46.3% | -48.4% | -19.4% |
| 3Y | +62.9% | +154.9% | -92.0% | +1.2% |
| 5Y | +111.9% | +140.3% | -28.4% | +34.7% |
| 10Y | +652.2% | +377.0% | +275.1% | +251.8% |
| All | +7,463.9% | +11,573.6% | -4,109.8% | +1,009.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling