+63.6%
RIG vs CTAS
+108.7%
-45.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -8.2% | +1.0% | -9.2% | -8.5% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | -2.7% | +11.5% | -14.2% | -7.7% |
| 6M | -7.5% | +0.2% | -7.6% | -8.2% |
| YTD | +38.3% | +7.2% | +31.1% | +32.6% |
| 1Y | +81.8% | 0.0% | +81.9% | +79.6% |
| 3Y | -30.2% | +65.9% | -96.1% | -50.1% |
| All | +63.6% | +108.7% | -45.1% | +5.7% |
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 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