+23,259.8%
CTAS vs RRC
+1,202.2%
+22,057.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | -0.2% | +10.1% | -10.3% | -0.9% |
| 3M | +11.7% | +4.0% | +7.7% | +11.3% |
| 6M | +0.7% | +1.6% | -0.9% | +0.4% |
| YTD | +7.4% | +19.7% | -12.3% | +5.8% |
| 1Y | -2.1% | +21.4% | -23.5% | -3.8% |
| 3Y | +62.9% | +29.7% | +33.3% | +58.4% |
| 5Y | +111.9% | +153.9% | -42.0% | +93.2% |
| 10Y | +652.2% | +10.8% | +641.4% | +572.3% |
| All | +23,259.8% | +1,202.2% | +22,057.6% | +18,973.7% |
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