+528.8%
APP vs CTAS
+165.8%
+363.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +79.2% | -0.7% | +79.9% | +79.7% |
| 30D | +48.0% | +10.3% | +37.7% | +36.2% |
| 3M | +18.2% | +10.2% | +8.0% | +8.5% |
| 6M | -12.5% | +34.4% | -46.9% | -34.0% |
| YTD | -39.2% | +19.6% | -58.7% | -49.1% |
| 1Y | -33.9% | +21.8% | -55.7% | -45.8% |
| 3Y | +933.3% | +74.1% | +859.1% | +481.1% |
| 5Y | +295.9% | +114.0% | +181.8% | +71.3% |
| All | +528.8% | +165.8% | +363.0% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling