-7.2%
RKT vs CTAS
+114.7%
-121.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +11.8% | +15.8% | -3.9% | +1.8% |
| 6M | -7.6% | -1.0% | -6.6% | -7.5% |
| YTD | -28.7% | +7.4% | -36.1% | -32.4% |
| 1Y | -32.6% | -0.1% | -32.4% | -33.1% |
| 3Y | +42.1% | +66.3% | -24.2% | -12.4% |
| 5Y | -7.2% | +111.0% | -118.1% | -55.9% |
| All | -7.2% | +114.7% | -121.9% | -55.9% |
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 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