+503.8%
APP vs CTAS
+171.0%
+332.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +10.6% | +0.5% | +10.1% | +10.0% |
| 30D | +44.6% | +10.2% | +34.3% | +33.2% |
| 3M | +29.6% | +12.1% | +17.5% | +17.5% |
| 6M | -19.8% | +38.3% | -58.0% | -40.8% |
| YTD | -41.6% | +21.9% | -63.5% | -51.8% |
| 1Y | -32.7% | +24.0% | -56.7% | -45.6% |
| 3Y | +799.0% | +75.1% | +723.9% | +404.9% |
| 5Y | +250.4% | +116.9% | +133.4% | +49.6% |
| All | +503.8% | +171.0% | +332.8% | +148.0% |
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