+818.6%
CTAS vs RRC
+71.8%
+746.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.2% |
| 30D | +10.2% | +21.1% | -10.9% | +8.0% |
| 3M | +12.1% | +28.4% | -16.3% | +9.1% |
| 6M | +38.3% | +26.5% | +11.8% | +34.7% |
| YTD | +21.9% | +47.0% | -25.1% | +16.8% |
| 1Y | +24.0% | +35.2% | -11.2% | +19.7% |
| 3Y | +75.1% | +61.0% | +14.2% | +64.7% |
| 5Y | +116.9% | +133.6% | -16.7% | +93.1% |
| All | +818.6% | +71.8% | +746.7% | +610.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling