+683.8%
CTAS vs RRC
+4.5%
+679.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | +11.5% | +8.8% | +2.7% | +10.5% |
| 6M | +0.2% | +0.8% | -0.6% | -0.1% |
| YTD | +7.2% | +19.0% | -11.8% | +5.0% |
| 1Y | 0.0% | +22.9% | -22.9% | -2.5% |
| 3Y | +65.9% | +32.3% | +33.6% | +59.3% |
| 5Y | +109.6% | +151.6% | -42.0% | +85.5% |
| 10Y | +683.8% | +5.5% | +678.2% | +553.5% |
| All | +683.8% | +4.5% | +679.2% | +553.5% |
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