-0.1%
CTAS vs RL
+11.4%
-11.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -1.0% | -12.2% | +11.2% | +0.8% |
| 3M | +15.8% | -6.6% | +22.4% | +16.5% |
| 6M | -1.0% | +3.2% | -4.2% | -2.0% |
| YTD | +7.4% | -1.3% | +8.7% | +6.5% |
| 1Y | -0.1% | +13.6% | -13.7% | -2.1% |
| All | -0.1% | +11.4% | -11.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling