+7.7%
AAL vs CTAS
+25.6%
-17.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +5.8% |
| 7D | +8.3% | +7.6% | +0.7% | +6.7% |
| 30D | +6.2% | +17.2% | -11.0% | +2.6% |
| 3M | -17.7% | +12.8% | -30.4% | -19.9% |
| 6M | +15.4% | +38.0% | -22.6% | +3.4% |
| YTD | -11.1% | +22.7% | -33.8% | -15.7% |
| 1Y | +7.7% | +25.6% | -17.9% | +0.1% |
| All | +7.7% | +25.6% | -17.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling