+113.3%
CTAS vs RBA
+37.7%
+75.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +1.2% | +4.3% | -3.1% | 0.0% |
| 30D | +12.8% | +16.3% | -3.6% | +8.2% |
| 3M | +10.3% | +1.3% | +9.0% | +9.6% |
| 6M | +32.0% | -11.1% | +43.1% | +35.2% |
| YTD | +19.1% | -8.5% | +27.6% | +20.5% |
| 1Y | +21.5% | -2.1% | +23.6% | +20.5% |
| 3Y | +76.0% | +44.6% | +31.5% | +56.9% |
| All | +113.3% | +37.7% | +75.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling