+107.7%
CTAS vs RRX
+17.0%
+90.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -1.1% | -8.0% | +6.9% | +0.2% |
| 3M | +11.5% | -25.1% | +36.6% | +15.8% |
| 6M | +0.2% | -18.3% | +18.4% | +1.3% |
| YTD | +7.2% | +14.2% | -7.0% | +0.3% |
| 1Y | 0.0% | +13.0% | -13.1% | -6.7% |
| 3Y | +65.9% | +4.2% | +61.7% | +52.5% |
| All | +107.7% | +17.0% | +90.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling