+111.0%
CTAS vs USFR
+20.5%
+90.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | +15.8% | +1.0% | +14.8% | +15.6% |
| 6M | -1.0% | +1.9% | -2.9% | -1.2% |
| YTD | +7.4% | +2.7% | +4.8% | +7.1% |
| 1Y | -0.1% | +4.0% | -4.2% | -0.5% |
| 3Y | +66.3% | +14.0% | +52.3% | +66.5% |
| 5Y | +111.0% | +20.4% | +90.6% | +115.3% |
| All | +111.0% | +20.5% | +90.5% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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