+506.6%
APP vs CTAS
+168.4%
+338.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -4.2% |
| 7D | +61.1% | +0.7% | +60.4% | +59.9% |
| 30D | +42.8% | +11.3% | +31.5% | +30.4% |
| 3M | +16.7% | +11.4% | +5.2% | +6.1% |
| 6M | -15.6% | +35.6% | -51.2% | -36.8% |
| YTD | -41.3% | +20.7% | -62.0% | -51.3% |
| 1Y | -39.3% | +22.8% | -62.1% | -50.6% |
| 3Y | +803.2% | +73.4% | +729.8% | +411.0% |
| 5Y | +313.2% | +117.6% | +195.6% | +77.1% |
| All | +506.6% | +168.4% | +338.2% | +151.0% |
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