+3,135.2%
CTAS vs RSG
+2,005.0%
+1,130.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -1.0% | +3.3% | -4.3% | -2.2% |
| 3M | +15.8% | +8.5% | +7.3% | +12.3% |
| 6M | -1.0% | -3.5% | +2.5% | +0.3% |
| YTD | +7.4% | +5.5% | +1.9% | +5.1% |
| 1Y | -0.1% | -1.7% | +1.6% | +0.3% |
| 3Y | +66.3% | +56.9% | +9.4% | +40.2% |
| 5Y | +111.0% | +89.4% | +21.6% | +66.3% |
| 10Y | +662.9% | +412.5% | +250.4% | +343.6% |
| All | +3,135.2% | +2,005.0% | +1,130.2% | +1,287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling