+273.8%
RTX vs CTAS
+848.9%
-575.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | +5.6% | +10.3% | -4.7% | 0.0% |
| 3M | -11.7% | +10.2% | -21.9% | -16.5% |
| 6M | +12.3% | +34.4% | -22.0% | -5.7% |
| YTD | +8.2% | +19.6% | -11.4% | -3.5% |
| 1Y | +12.6% | +21.8% | -9.2% | -0.8% |
| 3Y | +152.8% | +74.1% | +78.7% | +74.1% |
| 5Y | +140.2% | +114.0% | +26.2% | +41.6% |
| 10Y | +273.8% | +813.9% | -540.2% | +3.6% |
| All | +273.8% | +848.9% | -575.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling