+40,257.3%
ADI vs CTAS
+26,004.1%
+14,253.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -3.2% | +11.3% | -14.5% | -8.5% |
| 3M | +2.8% | +11.4% | -8.7% | -3.1% |
| 6M | -5.0% | +35.6% | -40.7% | -20.0% |
| YTD | +46.3% | +20.7% | +25.6% | +30.3% |
| 1Y | +71.6% | +22.8% | +48.8% | +51.4% |
| 3Y | +139.2% | +73.4% | +65.8% | +76.5% |
| 5Y | +136.4% | +117.6% | +18.8% | +56.1% |
| 10Y | +636.2% | +818.4% | -182.2% | +137.8% |
| All | +40,257.3% | +26,004.1% | +14,253.2% | +4,010.5% |
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