+6,088.2%
CTAS vs RMBS
+1,337.6%
+4,750.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.3% |
| 7D | -0.8% | +3.0% | -3.7% | -1.3% |
| 30D | +10.7% | -15.5% | +26.3% | +12.2% |
| 3M | +11.0% | -11.5% | +22.5% | +11.5% |
| 6M | +38.7% | -36.5% | +75.3% | +42.5% |
| YTD | +21.8% | -7.1% | +28.9% | +17.9% |
| 1Y | +23.6% | -18.7% | +42.2% | +21.1% |
| 3Y | +74.9% | +36.2% | +38.8% | +55.7% |
| 5Y | +119.5% | +252.0% | -132.5% | +73.1% |
| 10Y | +820.2% | +561.2% | +259.0% | +571.1% |
| All | +6,088.2% | +1,337.6% | +4,750.6% | +2,366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling