+106.0%
CTAS vs RSG
+89.5%
+16.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.1% |
| 30D | -3.1% | +2.8% | -5.9% | -4.9% |
| 3M | +10.3% | +4.3% | +6.0% | +7.2% |
| 6M | +1.6% | -0.5% | +2.2% | +1.8% |
| YTD | +6.3% | +5.2% | +1.1% | +2.2% |
| 1Y | -0.5% | -2.1% | +1.7% | +0.5% |
| 3Y | +64.6% | +56.5% | +8.1% | +18.1% |
| 5Y | +106.0% | +89.5% | +16.5% | +26.0% |
| All | +106.0% | +89.5% | +16.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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