+61.0%
RSP vs CTAS
+75.4%
-14.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | +2.6% | +12.8% | -10.2% | -1.2% |
| 3M | -0.8% | +10.3% | -11.1% | -3.9% |
| 6M | +6.3% | +32.0% | -25.7% | -3.5% |
| YTD | +14.1% | +19.1% | -5.0% | +7.3% |
| 1Y | +18.0% | +21.5% | -3.5% | +10.1% |
| 3Y | +61.0% | +76.0% | -15.0% | +29.7% |
| All | +61.0% | +75.4% | -14.4% | +29.7% |
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 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