+23,974.0%
CTAS vs RIO
+4,825.9%
+19,148.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +10.2% | -10.5% | +20.8% | +12.9% |
| 3M | +12.1% | -15.9% | +28.0% | +16.3% |
| 6M | +38.3% | -22.3% | +60.5% | +45.4% |
| YTD | +21.9% | +9.3% | +12.6% | +17.6% |
| 1Y | +24.0% | +23.0% | +1.0% | +16.4% |
| 3Y | +75.1% | +52.1% | +23.1% | +54.3% |
| 5Y | +116.9% | +88.9% | +28.1% | +77.8% |
| 10Y | +821.3% | +354.1% | +467.1% | +504.8% |
| All | +23,974.0% | +4,825.9% | +19,148.1% | +7,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling