+9,656.3%
CTAS vs RMD
+36,837.6%
-27,181.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.9% |
| 30D | -0.2% | +2.2% | -2.4% | -0.7% |
| 3M | +11.7% | +17.8% | -6.2% | +8.0% |
| 6M | +0.7% | -11.3% | +12.0% | +2.8% |
| YTD | +7.4% | -4.4% | +11.8% | +7.9% |
| 1Y | -2.1% | -15.7% | +13.6% | +0.6% |
| 3Y | +62.9% | +47.7% | +15.2% | +47.6% |
| 5Y | +111.9% | -19.2% | +131.1% | +113.3% |
| 10Y | +652.2% | +280.4% | +371.8% | +467.4% |
| All | +9,656.3% | +36,837.6% | -27,181.3% | +4,308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling