+180.6%
RCL vs CTAS
+66.0%
+114.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | -1.8% | -3.3% | -4.1% |
| 30D | -19.0% | -0.2% | -18.8% | -19.0% |
| 3M | -9.6% | +11.7% | -21.3% | -15.9% |
| 6M | -6.7% | +0.7% | -7.4% | -7.3% |
| YTD | -3.9% | +7.4% | -11.3% | -8.6% |
| 1Y | -25.1% | -2.1% | -23.0% | -24.3% |
| All | +180.6% | +66.0% | +114.6% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling