+1,091.4%
CTAS vs TRU
+243.6%
+847.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +8.7% | +21.3% | -12.6% | +0.6% |
| 3M | +13.3% | +0.2% | +13.0% | +12.3% |
| 6M | +39.4% | +22.4% | +17.0% | +27.4% |
| YTD | +21.5% | -4.8% | +26.3% | +20.5% |
| 1Y | +21.9% | -0.2% | +22.1% | +18.5% |
| 3Y | +73.6% | +57.9% | +15.7% | +28.6% |
| 5Y | +116.2% | -26.1% | +142.3% | +120.5% |
| 10Y | +818.2% | +184.8% | +633.4% | +486.8% |
| All | +1,091.4% | +243.6% | +847.9% | +649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling