+109.6%
CTAS vs RVMD
+591.3%
-481.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | +11.5% | +38.9% | -27.4% | +8.2% |
| 6M | +0.2% | +108.1% | -108.0% | -7.1% |
| YTD | +7.2% | +160.7% | -153.6% | -3.4% |
| 1Y | 0.0% | +407.3% | -407.3% | -16.2% |
| 3Y | +65.9% | +546.6% | -480.7% | +32.1% |
| 5Y | +109.6% | +579.8% | -470.2% | +54.9% |
| All | +109.6% | +591.3% | -481.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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