+66.3%
CTAS vs RGEN
-0.1%
+66.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | 0.0% | -0.9% | +0.8% | 0.0% |
| 30D | -1.0% | +2.8% | -3.8% | -1.3% |
| 3M | +15.8% | +34.5% | -18.7% | +12.4% |
| 6M | -1.0% | +40.5% | -41.5% | -4.5% |
| YTD | +7.4% | +2.8% | +4.6% | +6.4% |
| 1Y | -0.1% | +39.6% | -39.8% | -4.2% |
| 3Y | +66.3% | +4.4% | +61.9% | +64.7% |
| All | +66.3% | -0.1% | +66.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling