+17.4%
RSP vs CTAS
+0.4%
+17.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.5% | -1.0% | -0.5% | -1.4% |
| 3M | +4.8% | +15.8% | -11.0% | +1.3% |
| 6M | +10.3% | -1.0% | +11.3% | +11.6% |
| YTD | +14.1% | +7.4% | +6.6% | +12.3% |
| All | +17.4% | +0.4% | +17.0% | +17.6% |
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