+1,127.7%
RSP vs CTAS
+2,948.2%
-1,820.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.8% | -1.8% | +1.1% | +0.2% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +4.3% | +11.7% | -7.4% | -2.5% |
| 6M | +8.8% | +0.7% | +8.1% | +7.1% |
| YTD | +15.3% | +7.4% | +7.9% | +9.5% |
| 1Y | +18.3% | -2.1% | +20.4% | +17.8% |
| 3Y | +52.8% | +62.9% | -10.1% | +12.5% |
| 5Y | +51.7% | +111.9% | -60.2% | -4.4% |
| 10Y | +208.5% | +652.2% | -443.7% | -9.8% |
| All | +1,127.7% | +2,948.2% | -1,820.4% | +36.8% |
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