+114.6%
CTAS vs RGEN
-42.4%
+157.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.8% | -4.9% | +3.1% | -1.2% |
| 30D | -0.2% | +5.7% | -5.9% | -1.0% |
| 3M | +11.7% | +32.4% | -20.8% | +7.1% |
| 6M | +0.7% | +33.2% | -32.5% | -3.9% |
| YTD | +7.4% | +2.3% | +5.1% | +6.1% |
| 1Y | -2.1% | +39.0% | -41.1% | -7.8% |
| 3Y | +62.9% | -4.6% | +67.6% | +57.2% |
| All | +114.6% | -42.4% | +157.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling