+212.4%
CTAS vs RPRX
+66.6%
+145.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | +5.1% | -6.9% | -2.8% |
| 30D | -0.2% | +11.2% | -11.4% | -2.4% |
| 3M | +11.7% | +16.7% | -5.0% | +8.1% |
| 6M | +0.7% | +36.0% | -35.3% | -5.6% |
| YTD | +7.4% | +67.8% | -60.4% | -3.6% |
| 1Y | -2.1% | +76.7% | -78.8% | -13.2% |
| 3Y | +62.9% | +128.1% | -65.2% | +35.7% |
| 5Y | +111.9% | +82.9% | +29.0% | +86.2% |
| All | +212.4% | +66.6% | +145.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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