+65.4%
CTAS vs RMBS
+55.2%
+10.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | -1.0% | -14.4% | +13.4% | -0.4% |
| 3M | +15.8% | -42.8% | +58.6% | +18.9% |
| 6M | -1.0% | -1.4% | +0.4% | -3.5% |
| YTD | +7.4% | -5.4% | +12.9% | +4.3% |
| 1Y | -0.1% | +18.6% | -18.7% | -6.6% |
| All | +65.4% | +55.2% | +10.2% | +43.1% |
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