+813.9%
CTAS vs RL
+397.7%
+416.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.5% | -1.3% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | +10.3% | +7.3% | +2.9% | +7.9% |
| 3M | +10.2% | +1.0% | +9.1% | +9.6% |
| 6M | +34.4% | +11.8% | +22.6% | +29.0% |
| YTD | +19.6% | +13.6% | +6.0% | +13.5% |
| 1Y | +21.8% | +24.0% | -2.3% | +12.5% |
| 3Y | +74.1% | +256.6% | -182.5% | +12.1% |
| 5Y | +114.0% | +240.2% | -126.2% | +35.2% |
| 10Y | +813.9% | +373.0% | +441.0% | +383.4% |
| All | +813.9% | +397.7% | +416.3% | +383.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling