+29.7%
RCL vs CTAS
+22.8%
+6.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +5.0% | -0.7% | +5.7% | +5.3% |
| 30D | +19.4% | +10.3% | +9.1% | +14.4% |
| 3M | +5.9% | +10.2% | -4.3% | +1.4% |
| 6M | +23.8% | +34.4% | -10.6% | +6.2% |
| YTD | +22.8% | +19.6% | +3.3% | +13.5% |
| All | +29.7% | +22.8% | +6.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling