+333.0%
APP vs CTAS
+113.1%
+219.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | +0.9% | -1.8% | +2.7% | +2.3% |
| 30D | -23.3% | -0.2% | -23.1% | -23.5% |
| 3M | -42.6% | +11.7% | -54.3% | -49.5% |
| 6M | -33.6% | +0.7% | -34.3% | -35.6% |
| YTD | -52.4% | +7.4% | -59.8% | -56.7% |
| 1Y | -35.9% | -2.1% | -33.8% | -36.4% |
| 3Y | +642.2% | +62.9% | +579.3% | +306.2% |
| All | +333.0% | +113.1% | +219.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling