+10,266.7%
RTX vs CTAS
+23,129.2%
-12,862.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | -1.8% | -3.3% | -4.5% |
| 30D | -9.4% | -0.2% | -9.2% | -9.3% |
| 3M | +12.3% | +11.7% | +0.6% | +7.3% |
| 6M | -3.1% | +0.7% | -3.8% | -4.0% |
| YTD | +10.7% | +7.4% | +3.3% | +6.9% |
| 1Y | +28.4% | -2.1% | +30.5% | +28.4% |
| 3Y | +147.1% | +62.9% | +84.1% | +100.7% |
| 5Y | +167.2% | +111.9% | +55.4% | +94.6% |
| 10Y | +274.7% | +652.2% | -377.5% | +74.7% |
| All | +10,266.7% | +23,129.2% | -12,862.6% | +1,844.8% |
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