+40,736.4%
ADI vs CTAS
+26,175.4%
+14,561.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | +9.5% | +2.0% | +7.5% | +8.4% |
| 30D | -1.4% | +8.7% | -10.1% | -5.6% |
| 3M | +4.7% | +13.3% | -8.6% | -2.0% |
| 6M | -7.4% | +39.4% | -46.8% | -23.1% |
| YTD | +48.1% | +21.5% | +26.6% | +31.4% |
| 1Y | +69.6% | +21.9% | +47.8% | +50.3% |
| 3Y | +144.4% | +73.6% | +70.7% | +80.2% |
| 5Y | +134.1% | +116.2% | +17.9% | +55.1% |
| 10Y | +632.8% | +818.2% | -185.4% | +136.7% |
| All | +40,736.4% | +26,175.4% | +14,561.1% | +4,046.7% |
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