+3,344.8%
CTAS vs RBA
+3,565.6%
-220.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | -0.2% | -12.3% | +12.1% | +3.2% |
| 3M | +11.7% | -20.5% | +32.2% | +18.2% |
| 6M | +0.7% | -18.5% | +19.3% | +5.7% |
| YTD | +7.4% | -18.2% | +25.6% | +12.2% |
| 1Y | -2.1% | -27.5% | +25.4% | +5.5% |
| 3Y | +62.9% | +38.1% | +24.9% | +45.9% |
| 5Y | +111.9% | +44.8% | +67.1% | +83.1% |
| 10Y | +652.2% | +187.1% | +465.1% | +430.4% |
| All | +3,344.8% | +3,565.6% | -220.8% | +1,247.8% |
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