+76.0%
CTAS vs RVTY
+78.0%
-1.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +12.8% | +1.0% | +11.7% | +12.4% |
| 3M | +10.3% | +35.8% | -25.6% | +4.5% |
| 6M | +32.0% | +56.7% | -24.7% | +21.6% |
| YTD | +19.1% | +60.7% | -41.6% | +8.6% |
| 1Y | +21.5% | +73.7% | -52.2% | +9.0% |
| 3Y | +76.0% | +82.8% | -6.7% | +53.9% |
| All | +76.0% | +78.0% | -1.9% | +53.9% |
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