+261.1%
RCL vs CTAS
+109.9%
+151.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.6% |
| 7D | +6.5% | +1.2% | +5.3% | +5.8% |
| 30D | +15.9% | +12.8% | +3.1% | +5.9% |
| 3M | +2.7% | +10.3% | -7.6% | -4.9% |
| 6M | +15.2% | +32.0% | -16.8% | -8.0% |
| YTD | +19.2% | +19.1% | +0.1% | +3.0% |
| 1Y | +31.6% | +21.5% | +10.1% | +12.0% |
| 3Y | +274.2% | +76.0% | +198.1% | +120.4% |
| All | +261.1% | +109.9% | +151.2% | +55.3% |
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