+144.2%
RTX vs CTAS
+75.4%
+68.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | +5.1% | +12.8% | -7.6% | +1.8% |
| 3M | -14.8% | +10.3% | -25.1% | -17.1% |
| 6M | +8.0% | +32.0% | -24.0% | -0.5% |
| YTD | +4.5% | +19.1% | -14.7% | -1.1% |
| 1Y | +9.8% | +21.5% | -11.6% | +3.3% |
| 3Y | +144.2% | +76.0% | +68.1% | +127.9% |
| All | +144.2% | +75.4% | +68.8% | +127.9% |
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 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