+42.1%
RKT vs CTAS
+65.1%
-23.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | +11.8% | +15.8% | -3.9% | +4.9% |
| 6M | -7.6% | -1.0% | -6.6% | -7.7% |
| YTD | -28.7% | +7.4% | -36.1% | -31.2% |
| 1Y | -32.6% | -0.1% | -32.4% | -33.0% |
| 3Y | +42.1% | +66.3% | -24.2% | -13.1% |
| All | +42.1% | +65.1% | -23.0% | -13.1% |
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 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