+5,358.8%
CTAS vs RMBS
+1,339.3%
+4,019.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -0.2% | -12.2% | +12.0% | +1.0% |
| 3M | +11.7% | -49.5% | +61.2% | +18.8% |
| 6M | +0.7% | -7.1% | +7.9% | -1.0% |
| YTD | +7.4% | -7.0% | +14.4% | +4.7% |
| 1Y | -2.1% | +13.3% | -15.4% | -7.6% |
| 3Y | +62.9% | +49.2% | +13.7% | +44.2% |
| 5Y | +111.9% | +250.0% | -138.1% | +68.4% |
| 10Y | +652.2% | +495.1% | +157.1% | +457.9% |
| All | +5,358.8% | +1,339.3% | +4,019.4% | +2,091.3% |
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