+56.8%
RGTI vs CTAS
+107.2%
-50.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.2% |
| 7D | +0.5% | +0.5% | -0.1% | +0.1% |
| 30D | -17.1% | -0.7% | -16.4% | -17.0% |
| 3M | -26.0% | +11.1% | -37.1% | -33.1% |
| 6M | -9.9% | +2.1% | -12.0% | -13.4% |
| YTD | -31.1% | +8.0% | -39.0% | -37.2% |
| 1Y | -8.5% | -0.5% | -8.0% | -11.9% |
| 3Y | +652.2% | +66.2% | +586.0% | +377.9% |
| All | +56.8% | +107.2% | -50.5% | -12.4% |
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