+116.0%
CTAS vs RVMD
+425.4%
-309.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +2.0% | -10.4% | +12.4% | +2.8% |
| 30D | +8.7% | -11.0% | +19.7% | +9.5% |
| 3M | +13.3% | -14.7% | +28.0% | +14.4% |
| 6M | +39.4% | +14.9% | +24.5% | +36.9% |
| YTD | +21.5% | +116.3% | -94.8% | +10.9% |
| 1Y | +21.9% | +167.6% | -145.7% | +8.7% |
| 3Y | +73.6% | +776.8% | -703.1% | +34.9% |
| All | +116.0% | +425.4% | -309.4% | +64.9% |
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