+1,556.3%
CTAS vs USFR
+27.5%
+1,528.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.2% | +0.3% | -0.5% | -0.3% |
| 3M | +11.7% | +1.0% | +10.7% | +11.3% |
| 6M | +0.7% | +1.9% | -1.2% | 0.0% |
| YTD | +7.4% | +2.6% | +4.8% | +6.3% |
| 1Y | -2.1% | +4.0% | -6.1% | -3.6% |
| 3Y | +62.9% | +14.1% | +48.8% | +54.7% |
| 5Y | +111.9% | +20.4% | +91.5% | +96.9% |
| 10Y | +652.2% | +28.0% | +624.2% | +589.7% |
| All | +1,556.3% | +27.5% | +1,528.8% | +1,416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling