+292.2%
RCL vs CTAS
+115.9%
+176.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.2% | +2.0% | -3.2% | -2.6% |
| 30D | +17.8% | +8.7% | +9.2% | +10.7% |
| 3M | +4.9% | +13.3% | -8.3% | -4.6% |
| 6M | +23.7% | +39.4% | -15.7% | -5.2% |
| YTD | +17.8% | +21.5% | -3.7% | +0.3% |
| 1Y | +28.9% | +21.9% | +7.0% | +9.7% |
| 3Y | +241.9% | +73.6% | +168.2% | +104.6% |
| All | +292.2% | +115.9% | +176.3% | +70.0% |
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 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