+65.0%
CTAS vs TRU
-2.1%
+67.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +1.0% | -6.5% | +7.5% | +2.3% |
| 30D | -1.1% | -2.5% | +1.4% | -0.6% |
| 3M | +11.5% | +10.4% | +1.1% | +9.3% |
| 6M | +0.2% | +1.6% | -1.5% | -0.6% |
| YTD | +7.2% | -9.7% | +16.9% | +8.2% |
| 1Y | 0.0% | -17.3% | +17.2% | +2.3% |
| All | +65.0% | -2.1% | +67.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling