+446.2%
APP vs CTAS
+169.7%
+276.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.1% | +32.2% | +31.9% |
| 7D | +39.7% | +3.8% | +35.9% | +35.5% |
| 30D | +27.7% | +15.5% | +12.2% | +13.5% |
| 3M | -14.8% | +12.7% | -27.5% | -23.1% |
| 6M | -25.5% | +34.5% | -60.0% | -43.6% |
| YTD | -47.2% | +21.3% | -68.5% | -56.2% |
| 1Y | -42.3% | +23.1% | -65.4% | -53.0% |
| 3Y | +806.8% | +79.3% | +727.5% | +397.2% |
| 5Y | +261.6% | +114.7% | +146.9% | +55.4% |
| All | +446.2% | +169.7% | +276.5% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling