+83.3%
RKT vs CTAS
+74.6%
+8.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.3% |
| 7D | +4.6% | +0.7% | +3.9% | +4.3% |
| 30D | +25.9% | +11.3% | +14.6% | +20.3% |
| 3M | +5.0% | +11.4% | -6.4% | +0.3% |
| 6M | -7.9% | +35.6% | -43.5% | -18.8% |
| YTD | -25.4% | +20.7% | -46.1% | -31.3% |
| 1Y | -15.4% | +22.8% | -38.2% | -22.7% |
| 3Y | +83.3% | +73.4% | +9.9% | +6.9% |
| All | +83.3% | +74.6% | +8.7% | +6.9% |
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