+330.2%
RCL vs CTAS
+817.6%
-487.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | +0.5% | -0.7% | -0.7% |
| 30D | +14.4% | +10.2% | +4.1% | +4.7% |
| 3M | +5.2% | +12.1% | -6.9% | -5.5% |
| 6M | +26.1% | +38.3% | -12.1% | -7.5% |
| YTD | +17.4% | +21.9% | -4.5% | -4.0% |
| 1Y | +24.7% | +24.0% | +0.6% | +0.6% |
| 3Y | +250.9% | +75.1% | +175.8% | +97.5% |
| 5Y | +293.8% | +116.9% | +176.9% | +78.9% |
| All | +330.2% | +817.6% | -487.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling