+66.3%
CTAS vs RIO
+104.4%
-38.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | +1.9% | -2.0% | -0.2% |
| 30D | -1.0% | +5.0% | -6.0% | -1.5% |
| 3M | +15.8% | +5.1% | +10.6% | +15.2% |
| 6M | -1.0% | +17.6% | -18.6% | -3.5% |
| YTD | +7.4% | +36.3% | -28.9% | +1.8% |
| 1Y | -0.1% | +71.2% | -71.3% | -9.3% |
| 3Y | +66.3% | +102.7% | -36.4% | +40.0% |
| All | +66.3% | +104.4% | -38.1% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling