-15.3%
RIG vs CTAS
+74.3%
-89.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | +5.7% | +1.7% | +4.0% | +5.5% |
| 30D | -0.7% | +8.4% | -9.2% | -1.9% |
| 3M | -3.1% | +13.0% | -16.2% | -5.0% |
| 6M | -16.3% | +39.1% | -55.4% | -21.8% |
| YTD | +34.1% | +21.2% | +12.9% | +29.2% |
| 1Y | +38.2% | +21.6% | +16.5% | +32.8% |
| 3Y | -15.3% | +73.2% | -88.5% | -24.8% |
| All | -15.3% | +74.3% | -89.6% | -24.8% |
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 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