+5,811.4%
RCL vs CTAS
+14,592.6%
-8,781.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | +19.4% | +10.7% | +8.7% | +12.3% |
| 3M | +9.8% | +11.0% | -1.2% | +2.9% |
| 6M | +28.6% | +38.7% | -10.1% | +4.9% |
| YTD | +22.2% | +21.8% | +0.4% | +7.4% |
| 1Y | +29.7% | +23.6% | +6.2% | +13.2% |
| 3Y | +265.3% | +74.9% | +190.4% | +157.8% |
| 5Y | +301.8% | +119.5% | +182.3% | +150.5% |
| 10Y | +360.5% | +820.2% | -459.7% | +42.2% |
| All | +5,811.4% | +14,592.6% | -8,781.3% | +644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling