+3,720.9%
CTAS vs RBA
+4,003.4%
-282.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| 1Y | +21.5% | -2.1% | +23.6% | +20.7% |
| 3Y | +76.0% | +44.6% | +31.5% | +55.6% |
| 5Y | +110.9% | +36.8% | +74.0% | +85.0% |
| 10Y | +849.8% | +227.3% | +622.5% | +546.1% |
| All | +3,720.9% | +4,003.4% | -282.5% | +1,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling