+5,714.1%
CTAS vs RL
+1,536.1%
+4,177.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +10.2% | +4.6% | +5.7% | +8.7% |
| 3M | +12.1% | -1.1% | +13.2% | +12.2% |
| 6M | +38.3% | +16.5% | +21.7% | +31.2% |
| YTD | +21.9% | +11.4% | +10.5% | +16.4% |
| 1Y | +24.0% | +16.1% | +7.9% | +16.9% |
| 3Y | +75.1% | +252.6% | -177.5% | +15.6% |
| 5Y | +116.9% | +244.9% | -127.9% | +40.0% |
| 10Y | +821.3% | +342.4% | +478.9% | +411.7% |
| All | +5,714.1% | +1,536.1% | +4,177.9% | +1,665.6% |
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