+1,975.0%
CTAS vs RNG
+340.1%
+1,634.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +2.0% | +4.6% | -2.6% | +1.5% |
| 30D | +8.7% | +0.4% | +8.3% | +8.5% |
| 3M | +13.3% | +11.4% | +1.9% | +11.5% |
| 6M | +39.4% | +95.7% | -56.3% | +27.5% |
| YTD | +21.5% | +162.9% | -141.4% | +5.4% |
| 1Y | +21.9% | +180.3% | -158.4% | +4.9% |
| 3Y | +73.6% | +188.3% | -114.7% | +44.4% |
| 5Y | +116.2% | -72.5% | +188.7% | +130.2% |
| 10Y | +818.2% | +236.7% | +581.5% | +553.7% |
| All | +1,975.0% | +340.1% | +1,634.8% | +1,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling