+818.6%
CTAS vs RCAT
-99.8%
+918.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.2% |
| 7D | +0.5% | +15.6% | -15.1% | +0.4% |
| 30D | +10.2% | -24.1% | +34.4% | +10.4% |
| 3M | +12.1% | -61.9% | +74.0% | +12.7% |
| 6M | +38.3% | -64.3% | +102.6% | +39.0% |
| YTD | +21.9% | -50.4% | +72.3% | +22.0% |
| 1Y | +24.0% | -54.0% | +78.1% | +24.2% |
| 3Y | +75.1% | +347.2% | -272.0% | +71.2% |
| 5Y | +116.9% | +45.7% | +71.2% | +112.7% |
| All | +818.6% | -99.8% | +918.4% | +774.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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