+1,115.8%
RSP vs CTAS
+3,281.0%
-2,165.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | +2.6% | +12.8% | -10.2% | -3.9% |
| 3M | -0.8% | +10.3% | -11.1% | -6.1% |
| 6M | +6.3% | +32.0% | -25.7% | -9.5% |
| YTD | +14.1% | +19.1% | -5.0% | +2.3% |
| 1Y | +18.0% | +21.5% | -3.5% | +4.6% |
| 3Y | +61.0% | +76.0% | -15.0% | +13.6% |
| 5Y | +45.6% | +110.9% | -65.3% | -8.1% |
| 10Y | +220.2% | +849.8% | -629.6% | -17.9% |
| All | +1,115.8% | +3,281.0% | -2,165.2% | +27.9% |
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