+815.5%
CTAS vs RIO
+354.4%
+461.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +8.7% | -9.1% | +17.8% | +11.6% |
| 3M | +13.3% | -13.7% | +27.0% | +17.8% |
| 6M | +39.4% | -24.3% | +63.7% | +50.0% |
| YTD | +21.5% | +8.9% | +12.6% | +15.3% |
| 1Y | +21.9% | +22.7% | -0.8% | +11.2% |
| 3Y | +73.6% | +51.2% | +22.5% | +44.6% |
| 5Y | +116.2% | +88.1% | +28.1% | +58.9% |
| All | +815.5% | +354.4% | +461.1% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling