+116.0%
CTAS vs RRX
+9.8%
+106.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | +2.0% | +4.3% | -2.4% | +1.3% |
| 30D | +8.7% | +12.3% | -3.6% | +6.4% |
| 3M | +13.3% | +3.7% | +9.6% | +12.1% |
| 6M | +39.4% | -13.9% | +53.3% | +40.5% |
| YTD | +21.5% | +26.5% | -5.0% | +11.3% |
| 1Y | +21.9% | +29.3% | -7.4% | +10.9% |
| 3Y | +73.6% | +65.6% | +8.1% | +39.1% |
| All | +116.0% | +9.8% | +106.2% | +98.3% |
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