+25,903.7%
CTAS vs RRC
+1,418.2%
+24,485.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.7% | -10.3% | +9.6% | 0.0% |
| 30D | +10.3% | +19.5% | -9.2% | +8.7% |
| 3M | +10.2% | +27.9% | -17.7% | +8.0% |
| 6M | +34.4% | +21.2% | +13.2% | +32.2% |
| YTD | +19.6% | +39.6% | -20.0% | +16.3% |
| 1Y | +21.8% | +31.3% | -9.5% | +18.9% |
| 3Y | +74.1% | +51.9% | +22.2% | +67.1% |
| 5Y | +114.0% | +110.2% | +3.9% | +97.6% |
| 10Y | +813.9% | +56.7% | +757.3% | +697.3% |
| All | +25,903.7% | +1,418.2% | +24,485.5% | +20,858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling