+520.8%
APP vs CTAS
+170.7%
+350.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.7% |
| 7D | +48.9% | -0.8% | +49.7% | +49.3% |
| 30D | +49.4% | +10.7% | +38.7% | +37.2% |
| 3M | +27.0% | +11.0% | +16.0% | +16.0% |
| 6M | -15.4% | +38.7% | -54.1% | -37.8% |
| YTD | -39.9% | +21.8% | -61.7% | -50.4% |
| 1Y | -32.0% | +23.6% | -55.5% | -44.8% |
| 3Y | +824.3% | +74.9% | +749.4% | +419.6% |
| 5Y | +252.4% | +119.5% | +133.0% | +50.1% |
| All | +520.8% | +170.7% | +350.1% | +155.2% |
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