+379.0%
RCL vs CTAS
+848.9%
-469.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | +5.0% | -0.7% | +5.7% | +5.7% |
| 30D | +19.4% | +10.3% | +9.1% | +9.3% |
| 3M | +5.9% | +10.2% | -4.3% | -3.4% |
| 6M | +23.8% | +34.4% | -10.6% | -6.9% |
| YTD | +22.8% | +19.6% | +3.3% | +2.2% |
| 1Y | +34.3% | +21.8% | +12.5% | +10.0% |
| 3Y | +276.4% | +74.1% | +202.3% | +112.7% |
| 5Y | +281.6% | +114.0% | +167.5% | +75.2% |
| 10Y | +379.0% | +813.9% | -434.9% | -10.7% |
| All | +379.0% | +848.9% | -469.9% | -10.7% |
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