+8,442.6%
CTAS vs RY
+11,266.1%
-2,823.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | +0.3% |
| 7D | +3.8% | -1.1% | +4.9% | +4.4% |
| 30D | +15.5% | +4.4% | +11.1% | +13.1% |
| 3M | +12.7% | -2.9% | +15.7% | +14.1% |
| 6M | +34.5% | +15.6% | +18.9% | +24.7% |
| YTD | +21.3% | +21.8% | -0.5% | +9.3% |
| 1Y | +23.1% | +42.6% | -19.5% | +2.6% |
| 3Y | +79.3% | +160.9% | -81.6% | +10.2% |
| 5Y | +114.7% | +126.1% | -11.4% | +40.6% |
| 10Y | +867.1% | +371.7% | +495.4% | +354.8% |
| All | +8,442.6% | +11,266.1% | -2,823.4% | +1,168.4% |
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 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