0.0%
CTAS vs RMD
-20.7%
+20.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.0% | -4.7% | +5.7% | +2.3% |
| 30D | -1.1% | +0.2% | -1.3% | -1.3% |
| 3M | +11.5% | +12.0% | -0.5% | +6.9% |
| 6M | +0.2% | -12.5% | +12.7% | +1.2% |
| YTD | +7.2% | -7.9% | +15.1% | +6.0% |
| 1Y | 0.0% | -20.4% | +20.4% | +2.9% |
| All | 0.0% | -20.7% | +20.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling