+23,259.7%
CTAS vs RGEN
+1,576.0%
+21,683.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.8% | -4.9% | +3.1% | -1.6% |
| 30D | -0.2% | +5.7% | -5.9% | -0.5% |
| 3M | +11.7% | +32.4% | -20.8% | +10.3% |
| 6M | +0.7% | +33.2% | -32.5% | -0.7% |
| YTD | +7.4% | +2.3% | +5.1% | +7.0% |
| 1Y | -2.1% | +39.0% | -41.1% | -3.8% |
| 3Y | +62.9% | -4.6% | +67.6% | +61.1% |
| 5Y | +111.9% | -42.7% | +154.6% | +111.9% |
| 10Y | +652.2% | +433.6% | +218.6% | +592.8% |
| All | +23,259.7% | +1,576.0% | +21,683.7% | +18,036.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling