+683.8%
CTAS vs RIO
+605.0%
+78.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.7% |
| 30D | -1.1% | +4.0% | -5.1% | -2.3% |
| 3M | +11.5% | +4.5% | +7.0% | +9.5% |
| 6M | +0.2% | +17.3% | -17.2% | -5.7% |
| YTD | +7.2% | +36.2% | -29.0% | -4.4% |
| 1Y | 0.0% | +76.1% | -76.2% | -18.3% |
| 3Y | +65.9% | +102.5% | -36.6% | +26.5% |
| 5Y | +109.6% | +103.5% | +6.0% | +53.5% |
| 10Y | +683.8% | +619.2% | +64.6% | +259.1% |
| All | +683.8% | +605.0% | +78.8% | +259.1% |
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