-23.4%
RCL vs CTAS
-0.9%
-22.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | 0.0% | -0.4% | -0.4% |
| 30D | -17.3% | -1.0% | -16.3% | -17.0% |
| 3M | -2.8% | +15.8% | -18.5% | -10.0% |
| 6M | -4.4% | -1.0% | -3.4% | -1.0% |
| YTD | -4.2% | +7.4% | -11.6% | -7.1% |
| 1Y | -23.4% | -0.1% | -23.2% | -23.0% |
| All | -23.4% | -0.9% | -22.5% | -23.0% |
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 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