+73.6%
CTAS vs RNG
+179.0%
-105.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +2.0% | +4.6% | -2.6% | +1.7% |
| 30D | +8.7% | +0.4% | +8.3% | +8.6% |
| 3M | +13.3% | +11.4% | +1.9% | +12.3% |
| 6M | +39.4% | +95.7% | -56.3% | +32.7% |
| YTD | +21.5% | +162.9% | -141.4% | +12.0% |
| 1Y | +21.9% | +180.3% | -158.4% | +11.7% |
| 3Y | +73.6% | +188.3% | -114.7% | +58.4% |
| All | +73.6% | +179.0% | -105.4% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling