+1,094.1%
CTAS vs TRU
+247.4%
+846.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | +10.7% | +24.3% | -13.5% | +1.6% |
| 3M | +11.0% | +2.3% | +8.7% | +9.2% |
| 6M | +38.7% | +17.7% | +21.1% | +28.7% |
| YTD | +21.8% | -3.8% | +25.5% | +20.3% |
| 1Y | +23.6% | -0.3% | +23.9% | +20.2% |
| 3Y | +74.9% | +58.4% | +16.5% | +29.4% |
| 5Y | +119.5% | -24.0% | +143.5% | +120.8% |
| 10Y | +820.2% | +187.9% | +632.3% | +485.7% |
| All | +1,094.1% | +247.4% | +846.7% | +647.6% |
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