+116.9%
CTAS vs RACE
+62.4%
+54.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | +0.5% | -4.0% | +4.5% | +1.7% |
| 30D | +10.2% | +3.5% | +6.7% | +9.0% |
| 3M | +12.1% | -0.4% | +12.5% | +12.0% |
| 6M | +38.3% | +23.2% | +15.1% | +28.8% |
| YTD | +21.9% | +11.0% | +10.9% | +16.6% |
| 1Y | +24.0% | -2.2% | +26.3% | +23.5% |
| 3Y | +75.1% | +22.5% | +52.6% | +51.4% |
| 5Y | +116.9% | +63.2% | +53.8% | +63.0% |
| All | +116.9% | +62.4% | +54.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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