+74.0%
CTAS vs RMBS
+37.1%
+37.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.7% |
| 7D | -0.8% | +3.0% | -3.7% | -0.9% |
| 30D | +10.7% | -15.5% | +26.3% | +11.2% |
| 3M | +11.0% | -11.5% | +22.5% | +11.2% |
| 6M | +38.7% | -36.5% | +75.3% | +40.4% |
| YTD | +21.8% | -7.1% | +28.9% | +18.1% |
| 1Y | +23.6% | -18.7% | +42.2% | +21.1% |
| All | +74.0% | +37.1% | +37.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling