+813.9%
CTAS vs RBA
+236.6%
+577.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.4% |
| 7D | -0.7% | +2.5% | -3.2% | -1.5% |
| 30D | +10.3% | +11.6% | -1.3% | +6.2% |
| 3M | +10.2% | +1.5% | +8.7% | +9.2% |
| 6M | +34.4% | -6.6% | +41.0% | +36.1% |
| YTD | +19.6% | -6.3% | +25.8% | +20.2% |
| 1Y | +21.8% | -4.0% | +25.7% | +21.3% |
| 3Y | +74.1% | +47.3% | +26.9% | +47.1% |
| 5Y | +114.0% | +47.7% | +66.4% | +75.6% |
| 10Y | +813.9% | +224.7% | +589.2% | +415.5% |
| All | +813.9% | +236.6% | +577.4% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling