-22.2%
RKT vs CTAS
+185.2%
-207.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.1% | -1.8% | +3.9% | +3.3% |
| 30D | +1.4% | -0.2% | +1.6% | +1.5% |
| 3M | +6.3% | +11.7% | -5.4% | -1.0% |
| 6M | -15.5% | +0.7% | -16.2% | -16.4% |
| YTD | -27.4% | +7.4% | -34.8% | -31.1% |
| 1Y | -26.6% | -2.1% | -24.5% | -26.4% |
| 3Y | +41.2% | +62.9% | -21.7% | -6.3% |
| 5Y | -6.4% | +111.9% | -118.3% | -49.5% |
| All | -22.2% | +185.2% | -207.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling