+25,810.5%
CTAS vs RRC
+1,414.2%
+24,396.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +1.2% | -10.8% | +12.0% | +2.0% |
| 30D | +12.8% | +22.3% | -9.6% | +11.0% |
| 3M | +10.3% | +26.6% | -16.3% | +8.2% |
| 6M | +32.0% | +18.9% | +13.1% | +30.0% |
| YTD | +19.1% | +39.2% | -20.1% | +15.9% |
| 1Y | +21.5% | +34.0% | -12.5% | +18.4% |
| 3Y | +76.0% | +42.0% | +34.0% | +69.7% |
| 5Y | +110.9% | +111.9% | -1.0% | +94.5% |
| 10Y | +849.8% | +62.8% | +787.0% | +726.5% |
| All | +25,810.5% | +1,414.2% | +24,396.3% | +20,786.8% |
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 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