-32.0%
APP vs CTAS
+23.7%
-55.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.4% |
| 7D | +48.9% | -0.8% | +49.7% | +49.0% |
| 30D | +49.4% | +10.7% | +38.7% | +48.8% |
| 3M | +27.0% | +11.0% | +16.0% | +26.2% |
| 6M | -15.4% | +38.7% | -54.1% | -20.6% |
| YTD | -39.9% | +21.8% | -61.7% | -36.2% |
| 1Y | -32.0% | +23.6% | -55.5% | -26.7% |
| All | -32.0% | +23.7% | -55.6% | -26.7% |
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 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