+116.0%
CTAS vs RGEN
-35.5%
+151.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.0% | -3.3% | +5.3% | +2.4% |
| 30D | +8.7% | -5.8% | +14.5% | +9.4% |
| 3M | +13.3% | +0.2% | +13.1% | +12.7% |
| 6M | +39.4% | +56.8% | -17.4% | +29.9% |
| YTD | +21.5% | +2.4% | +19.1% | +19.5% |
| 1Y | +21.9% | +11.4% | +10.4% | +18.4% |
| 3Y | +73.6% | +15.2% | +58.5% | +61.6% |
| All | +116.0% | -35.5% | +151.5% | +100.8% |
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