+66.3%
CTAS vs RVTY
+16.6%
+49.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.0% | +10.8% | -11.8% | -2.6% |
| 3M | +15.8% | +26.8% | -11.0% | +11.2% |
| 6M | -1.0% | +39.3% | -40.3% | -6.7% |
| YTD | +7.4% | +31.6% | -24.2% | +1.9% |
| 1Y | -0.1% | +47.7% | -47.8% | -7.3% |
| 3Y | +66.3% | +19.9% | +46.4% | +59.8% |
| All | +66.3% | +16.6% | +49.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling