+186.7%
CTAS vs RVMD
+644.5%
-457.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | -0.2% | +6.4% | -6.7% | -1.0% |
| 3M | +11.7% | +34.9% | -23.2% | +7.3% |
| 6M | +0.7% | +107.6% | -106.8% | -9.5% |
| YTD | +7.4% | +163.7% | -156.3% | -7.5% |
| 1Y | -2.1% | +439.2% | -441.3% | -24.2% |
| 3Y | +62.9% | +499.2% | -436.3% | +19.5% |
| 5Y | +111.9% | +621.7% | -509.8% | +40.8% |
| All | +186.7% | +644.5% | -457.7% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling