+66.3%
CTAS vs RRC
+32.7%
+33.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -1.0% | +9.4% | -10.4% | -2.1% |
| 3M | +15.8% | +7.4% | +8.4% | +14.7% |
| 6M | -1.0% | +1.5% | -2.5% | -1.6% |
| YTD | +7.4% | +19.4% | -12.0% | +4.4% |
| 1Y | -0.1% | +24.2% | -24.4% | -3.7% |
| 3Y | +66.3% | +32.8% | +33.5% | +55.8% |
| All | +66.3% | +32.7% | +33.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling