+1,143.3%
RSP vs CTAS
+3,293.2%
-2,149.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +0.4% | -0.7% | +1.2% | +0.8% |
| 30D | +3.7% | +10.3% | -6.5% | -1.7% |
| 3M | +0.8% | +10.2% | -9.4% | -4.6% |
| 6M | +9.1% | +34.4% | -25.3% | -8.0% |
| YTD | +16.7% | +19.6% | -2.8% | +4.4% |
| 1Y | +19.7% | +21.8% | -2.1% | +5.9% |
| 3Y | +66.7% | +74.1% | -7.4% | +18.4% |
| 5Y | +48.7% | +114.0% | -65.4% | -6.9% |
| 10Y | +215.6% | +813.9% | -598.4% | -17.3% |
| All | +1,143.3% | +3,293.2% | -2,149.8% | +30.5% |
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