+892.4%
APP vs CTAS
+75.4%
+817.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.7% |
| 7D | +71.2% | +1.2% | +70.1% | +69.8% |
| 30D | +39.1% | +12.8% | +26.3% | +30.1% |
| 3M | +16.5% | +10.3% | +6.3% | +10.1% |
| 6M | -16.6% | +32.0% | -48.5% | -30.6% |
| YTD | -41.9% | +19.1% | -61.1% | -48.0% |
| 1Y | -37.0% | +21.5% | -58.5% | -44.5% |
| 3Y | +892.4% | +76.0% | +816.4% | +660.1% |
| All | +892.4% | +75.4% | +817.0% | +660.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling