+117.6%
CTAS vs USFR
+21.4%
+96.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +11.3% | +0.4% | +10.9% | +11.2% |
| 3M | +11.4% | +1.1% | +10.4% | +11.2% |
| 6M | +35.6% | +2.1% | +33.6% | +35.1% |
| YTD | +20.7% | +3.4% | +17.3% | +19.9% |
| 1Y | +22.8% | +4.1% | +18.7% | +21.9% |
| 3Y | +73.4% | +14.4% | +59.0% | +71.5% |
| 5Y | +117.6% | +21.4% | +96.2% | +118.8% |
| All | +117.6% | +21.4% | +96.2% | +118.8% |
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