-0.5%
CTAS vs RNG
+120.2%
-120.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.3% | -9.6% | +8.3% | -0.8% |
| 30D | -3.1% | +8.8% | -11.9% | -3.5% |
| 3M | +10.3% | +78.6% | -68.3% | +7.4% |
| 6M | +1.6% | +70.3% | -68.6% | -1.1% |
| YTD | +6.3% | +140.3% | -134.0% | +1.4% |
| 1Y | -0.5% | +126.6% | -127.1% | -5.4% |
| All | -0.5% | +120.2% | -120.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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