-47.9%
RIG vs CTAS
+814.6%
-862.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.4% |
| 7D | +5.7% | +2.0% | +3.7% | +4.3% |
| 30D | -0.7% | +8.7% | -9.4% | -6.8% |
| 3M | -3.1% | +13.3% | -16.4% | -12.1% |
| 6M | -16.3% | +39.4% | -55.7% | -35.7% |
| YTD | +34.1% | +21.5% | +12.6% | +12.4% |
| 1Y | +38.2% | +21.9% | +16.3% | +15.3% |
| 3Y | -15.3% | +73.6% | -88.9% | -49.7% |
| 5Y | +62.5% | +116.2% | -53.7% | -21.4% |
| All | -47.9% | +814.6% | -862.4% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling