+116.0%
CTAS vs RCAT
+41.8%
+74.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +2.0% | -5.9% | +7.9% | +2.1% |
| 30D | +8.7% | -19.7% | +28.4% | +9.0% |
| 3M | +13.3% | -62.9% | +76.1% | +15.5% |
| 6M | +39.4% | -59.6% | +99.0% | +41.2% |
| YTD | +21.5% | -52.1% | +73.6% | +21.7% |
| 1Y | +21.9% | -50.9% | +72.8% | +21.8% |
| 3Y | +73.6% | +333.8% | -260.1% | +51.5% |
| All | +116.0% | +41.8% | +74.3% | +101.1% |
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