+113.3%
CTAS vs RCAT
+46.9%
+66.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.4% | -2.1% |
| 7D | +1.2% | -12.7% | +13.9% | +1.4% |
| 30D | +12.8% | -34.3% | +47.1% | +13.6% |
| 3M | +10.3% | -53.4% | +63.7% | +11.9% |
| 6M | +32.0% | -62.0% | +94.0% | +34.0% |
| YTD | +19.1% | -49.1% | +68.2% | +19.3% |
| 1Y | +21.5% | -53.1% | +74.6% | +21.7% |
| 3Y | +76.0% | +318.7% | -242.6% | +54.1% |
| All | +113.3% | +46.9% | +66.4% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling