+3,558.9%
CTAS vs RSG
+2,310.6%
+1,248.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +2.5% | -0.5% | +1.0% |
| 30D | +8.7% | +12.7% | -4.0% | +3.8% |
| 3M | +13.3% | +17.9% | -4.7% | +6.3% |
| 6M | +39.4% | +25.0% | +14.4% | +28.0% |
| YTD | +21.5% | +20.8% | +0.7% | +12.8% |
| 1Y | +21.9% | +24.3% | -2.4% | +12.0% |
| 3Y | +73.6% | +65.3% | +8.4% | +43.4% |
| 5Y | +116.2% | +99.1% | +17.2% | +66.8% |
| 10Y | +818.2% | +452.4% | +365.8% | +415.9% |
| All | +3,558.9% | +2,310.6% | +1,248.3% | +1,389.5% |
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