+109.6%
CTAS vs TRU
-36.4%
+146.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +1.0% | -6.5% | +7.5% | +2.7% |
| 30D | -1.1% | -2.5% | +1.4% | -0.5% |
| 3M | +11.5% | +10.4% | +1.1% | +8.3% |
| 6M | +0.2% | +1.6% | -1.5% | -0.9% |
| YTD | +7.2% | -9.7% | +16.9% | +8.7% |
| 1Y | 0.0% | -17.3% | +17.2% | +3.4% |
| 3Y | +65.9% | -1.8% | +67.7% | +59.2% |
| 5Y | +109.6% | -36.2% | +145.8% | +150.8% |
| All | +109.6% | -36.4% | +146.0% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling