-42.2%
RIG vs CTAS
+687.6%
-729.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.8% |
| 7D | -3.1% | +0.5% | -3.6% | -3.5% |
| 30D | -0.5% | -0.7% | +0.2% | -0.3% |
| 3M | -6.0% | +11.1% | -17.0% | -14.2% |
| 6M | -10.1% | +2.1% | -12.3% | -13.7% |
| YTD | +37.3% | +8.0% | +29.3% | +25.9% |
| 1Y | +73.9% | -0.5% | +74.4% | +68.3% |
| 3Y | -30.2% | +66.2% | -96.4% | -57.4% |
| 5Y | +62.5% | +109.2% | -46.7% | -20.3% |
| All | -42.2% | +687.6% | -729.8% | -85.3% |
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