+24.0%
CTAS vs RIO
+23.2%
+0.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | 0.0% |
| 7D | +0.5% | +0.1% | +0.3% | +0.5% |
| 30D | +10.2% | -10.5% | +20.8% | +9.9% |
| 3M | +12.1% | -15.9% | +28.0% | +11.7% |
| 6M | +38.3% | -22.3% | +60.5% | +38.7% |
| YTD | +21.9% | +9.3% | +12.6% | +17.2% |
| 1Y | +24.0% | +23.0% | +1.0% | +15.6% |
| All | +24.0% | +23.2% | +0.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling