+655.6%
CTAS vs RL
+314.9%
+340.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -0.2% | -7.8% | +7.6% | +2.0% |
| 3M | +11.7% | -4.0% | +15.7% | +12.5% |
| 6M | +0.7% | -1.9% | +2.6% | +0.1% |
| YTD | +7.4% | -0.2% | +7.6% | +5.9% |
| 1Y | -2.1% | +10.7% | -12.8% | -6.6% |
| 3Y | +62.9% | +210.8% | -147.8% | +9.1% |
| 5Y | +111.9% | +238.2% | -126.3% | +32.7% |
| All | +655.6% | +314.9% | +340.8% | +314.1% |
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 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