-35.9%
APP vs CTAS
-1.7%
-34.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +0.9% | -1.8% | +2.7% | +0.9% |
| 30D | -23.3% | -0.2% | -23.1% | -23.3% |
| 3M | -42.6% | +11.7% | -54.3% | -43.2% |
| 6M | -33.6% | +0.7% | -34.3% | -31.9% |
| YTD | -52.4% | +7.4% | -59.8% | -50.8% |
| 1Y | -35.9% | -2.1% | -33.8% | -25.8% |
| All | -35.9% | -1.7% | -34.1% | -25.8% |
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