+1,734.4%
CTAS vs RNG
+327.7%
+1,406.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | -1.8% | +5.8% | -7.6% | -2.5% |
| 30D | -0.2% | +19.6% | -19.8% | -2.4% |
| 3M | +11.7% | +67.0% | -55.3% | +4.5% |
| 6M | +0.7% | +88.4% | -87.7% | -7.8% |
| YTD | +7.4% | +155.5% | -148.1% | -6.2% |
| 1Y | -2.1% | +141.7% | -143.8% | -14.2% |
| 3Y | +62.9% | +131.1% | -68.1% | +39.5% |
| 5Y | +111.9% | -70.6% | +182.5% | +123.0% |
| 10Y | +652.2% | +228.2% | +424.0% | +438.1% |
| All | +1,734.4% | +327.7% | +1,406.7% | +1,172.1% |
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