+251.0%
CTAS vs RPRX
+80.9%
+170.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.7% |
| 7D | +0.7% | +4.6% | -3.9% | -0.2% |
| 30D | +11.3% | +22.0% | -10.7% | +6.8% |
| 3M | +11.4% | +20.3% | -8.9% | +7.1% |
| 6M | +35.6% | +37.9% | -2.3% | +26.7% |
| YTD | +20.7% | +82.2% | -61.5% | +6.4% |
| 1Y | +22.8% | +83.7% | -60.9% | +8.1% |
| 3Y | +73.4% | +175.4% | -102.0% | +38.4% |
| 5Y | +117.6% | +87.7% | +29.9% | +89.5% |
| All | +251.0% | +80.9% | +170.1% | +200.1% |
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