+109.6%
CTAS vs RNG
-70.2%
+179.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +1.0% | -4.1% | +5.0% | +1.4% |
| 30D | -1.1% | +8.6% | -9.7% | -2.0% |
| 3M | +11.5% | +78.0% | -66.5% | +4.8% |
| 6M | +0.2% | +67.0% | -66.9% | -5.9% |
| YTD | +7.2% | +142.4% | -135.3% | -4.1% |
| 1Y | 0.0% | +120.4% | -120.5% | -9.8% |
| 3Y | +65.9% | +122.1% | -56.2% | +45.4% |
| 5Y | +109.6% | -69.8% | +179.4% | +110.4% |
| All | +109.6% | -70.2% | +179.8% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling