+111.0%
CTAS vs RMD
-21.0%
+132.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | 0.0% | -4.5% | +4.4% | +1.1% |
| 30D | -1.0% | +4.6% | -5.6% | -2.2% |
| 3M | +15.8% | +14.8% | +1.0% | +11.4% |
| 6M | -1.0% | -12.1% | +11.1% | +1.6% |
| YTD | +7.4% | -7.5% | +14.9% | +8.6% |
| 1Y | -0.1% | -20.1% | +19.9% | +4.7% |
| 3Y | +66.3% | +53.9% | +12.4% | +41.8% |
| 5Y | +111.0% | -22.2% | +133.2% | +111.3% |
| All | +111.0% | -21.0% | +132.0% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling