-10.4%
RKT vs CTAS
+25.6%
-36.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +7.5% |
| 7D | +29.7% | +7.6% | +22.1% | +25.4% |
| 30D | +28.5% | +17.2% | +11.3% | +18.8% |
| 3M | +6.4% | +12.8% | -6.4% | +0.1% |
| 6M | +7.1% | +38.0% | -30.8% | -8.0% |
| YTD | -22.5% | +22.7% | -45.2% | -30.6% |
| 1Y | -10.4% | +25.6% | -36.1% | -21.2% |
| All | -10.4% | +25.6% | -36.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling