+1.4%
AAL vs CTAS
+0.1%
+1.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | -13.7% | -1.1% | -12.7% | -13.6% |
| 3M | -8.2% | +11.5% | -19.7% | -11.1% |
| 6M | +13.1% | +0.2% | +12.9% | +12.7% |
| YTD | -15.6% | +7.2% | -22.8% | -17.5% |
| 1Y | +1.4% | 0.0% | +1.4% | -2.1% |
| All | +1.4% | +0.1% | +1.3% | -2.1% |
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