-68.1%
RGTI vs CTAS
+25.6%
-93.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +2.4% |
| 7D | -9.6% | +7.6% | -17.2% | -5.7% |
| 30D | -26.0% | +17.2% | -43.2% | -19.6% |
| 3M | -35.8% | +12.8% | -48.5% | -31.6% |
| 6M | -36.7% | +38.0% | -74.6% | -29.5% |
| YTD | -49.4% | +22.7% | -72.1% | -43.5% |
| 1Y | -68.1% | +25.6% | -93.8% | -62.8% |
| All | -68.1% | +25.6% | -93.8% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling