+500.0%
APP vs CTAS
+164.9%
+335.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +11.2% |
| 7D | +71.2% | +1.2% | +70.1% | +69.2% |
| 30D | +39.1% | +12.8% | +26.3% | +25.7% |
| 3M | +16.5% | +10.3% | +6.3% | +6.9% |
| 6M | -16.6% | +32.0% | -48.5% | -36.0% |
| YTD | -41.9% | +19.1% | -61.1% | -51.3% |
| 1Y | -37.0% | +21.5% | -58.5% | -48.3% |
| 3Y | +892.4% | +76.0% | +816.4% | +451.0% |
| 5Y | +297.3% | +110.9% | +186.4% | +72.8% |
| All | +500.0% | +164.9% | +335.1% | +150.7% |
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