-2.4%
AGG vs CTAS
+107.0%
-109.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.8% |
| 3M | -1.3% | +10.3% | -11.6% | -1.9% |
| 6M | -2.1% | +1.6% | -3.7% | -2.2% |
| YTD | -1.2% | +6.3% | -7.5% | -1.7% |
| 1Y | -0.5% | -0.5% | 0.0% | -0.6% |
| 3Y | +12.4% | +64.6% | -52.2% | +8.0% |
| 5Y | -2.4% | +106.0% | -108.4% | -7.9% |
| All | -2.4% | +107.0% | -109.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling