+646.8%
RGTI vs CTAS
+64.7%
+582.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | -16.2% | -3.1% | -13.1% | -15.1% |
| 3M | -22.0% | +10.3% | -32.3% | -28.5% |
| 6M | -10.8% | +1.6% | -12.4% | -13.0% |
| YTD | -31.6% | +6.3% | -37.9% | -36.4% |
| 1Y | -6.4% | -0.5% | -5.9% | -8.6% |
| All | +646.8% | +64.7% | +582.1% | +290.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling