+119.5%
CTAS vs RMBS
+249.4%
-129.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.4% |
| 7D | -0.8% | +3.0% | -3.7% | -1.2% |
| 30D | +10.7% | -15.5% | +26.3% | +11.9% |
| 3M | +11.0% | -11.5% | +22.5% | +11.4% |
| 6M | +38.7% | -36.5% | +75.3% | +42.1% |
| YTD | +21.8% | -7.1% | +28.9% | +16.2% |
| 1Y | +23.6% | -18.7% | +42.2% | +19.8% |
| 3Y | +74.9% | +36.2% | +38.8% | +45.9% |
| 5Y | +119.5% | +252.0% | -132.5% | +24.3% |
| All | +119.5% | +249.4% | -129.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling