+953.3%
CTAS vs TRU
+238.0%
+715.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +2.0% |
| 7D | -1.8% | -6.8% | +4.9% | +0.8% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +11.7% | +13.3% | -1.6% | +6.0% |
| 6M | +0.7% | +3.4% | -2.7% | -1.7% |
| YTD | +7.4% | -6.4% | +13.8% | +7.9% |
| 1Y | -2.1% | -9.7% | +7.6% | -1.1% |
| 3Y | +62.9% | +0.1% | +62.8% | +46.9% |
| 5Y | +111.9% | -34.0% | +145.9% | +130.0% |
| 10Y | +652.2% | +147.9% | +504.3% | +402.0% |
| All | +953.3% | +238.0% | +715.3% | +570.5% |
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