+6,074.6%
CTAS vs RMBS
+1,284.9%
+4,789.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | +2.0% | +10.3% | -8.4% | +0.9% |
| 30D | +8.7% | -10.7% | +19.4% | +9.5% |
| 3M | +13.3% | -17.2% | +30.5% | +14.6% |
| 6M | +39.4% | -39.0% | +78.4% | +43.8% |
| YTD | +21.5% | -10.5% | +32.0% | +18.1% |
| 1Y | +21.9% | -11.0% | +32.9% | +18.3% |
| 3Y | +73.6% | +31.3% | +42.3% | +55.1% |
| 5Y | +116.2% | +242.8% | -126.6% | +71.0% |
| 10Y | +818.2% | +536.9% | +281.2% | +572.3% |
| All | +6,074.6% | +1,284.9% | +4,789.7% | +2,370.4% |
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