-16.3%
RIG vs CTAS
+38.9%
-55.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.1% |
| 7D | +5.7% | +2.0% | +3.7% | +6.0% |
| 30D | -0.7% | +8.7% | -9.4% | +0.4% |
| 3M | -3.1% | +13.3% | -16.4% | -1.8% |
| 6M | -16.3% | +39.4% | -55.7% | -21.1% |
| All | -16.3% | +38.9% | -55.2% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling