+5,582.2%
CTAS vs RL
+1,476.5%
+4,105.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +1.2% | -4.2% | +5.3% | +2.3% |
| 30D | +12.8% | +4.3% | +8.5% | +11.3% |
| 3M | +10.3% | -4.6% | +14.9% | +11.5% |
| 6M | +32.0% | +1.7% | +30.3% | +30.1% |
| YTD | +19.1% | +7.3% | +11.8% | +15.0% |
| 1Y | +21.5% | +20.8% | +0.7% | +13.2% |
| 3Y | +76.0% | +247.0% | -170.9% | +16.8% |
| 5Y | +110.9% | +225.5% | -114.6% | +38.5% |
| 10Y | +849.8% | +363.0% | +486.8% | +421.0% |
| All | +5,582.2% | +1,476.5% | +4,105.7% | +1,644.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling