+234.8%
RCL vs CTAS
+113.1%
+121.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -5.1% | -1.8% | -3.3% | -3.8% |
| 30D | -19.0% | -0.2% | -18.8% | -19.0% |
| 3M | -9.6% | +11.7% | -21.3% | -17.4% |
| 6M | -6.7% | +0.7% | -7.4% | -8.0% |
| YTD | -3.9% | +7.4% | -11.3% | -10.0% |
| 1Y | -25.1% | -2.1% | -23.0% | -24.6% |
| 3Y | +179.1% | +62.9% | +116.2% | +75.9% |
| All | +234.8% | +113.1% | +121.7% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling