+97.6%
AGG vs CTAS
+2,676.9%
-2,579.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.2% |
| 30D | -0.2% | -1.1% | +0.8% | -0.2% |
| 3M | -0.7% | +11.5% | -12.2% | -0.7% |
| 6M | -1.8% | +0.2% | -1.9% | -1.8% |
| YTD | -0.6% | +7.2% | -7.8% | -0.6% |
| 1Y | +0.4% | 0.0% | +0.4% | +0.4% |
| 3Y | +13.2% | +65.9% | -52.7% | +13.6% |
| 5Y | -2.0% | +109.6% | -111.5% | -1.4% |
| 10Y | +15.1% | +683.8% | -668.7% | +19.8% |
| All | +97.6% | +2,676.9% | -2,579.2% | +119.3% |
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