+193.0%
ARM vs CTAS
+76.9%
+116.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -30.0% | +10.3% | -40.3% | -31.7% |
| 3M | -34.1% | +10.2% | -44.3% | -35.7% |
| 6M | -12.6% | +34.4% | -47.0% | -23.5% |
| YTD | +70.4% | +19.6% | +50.9% | +58.4% |
| 1Y | +22.3% | +21.8% | +0.5% | +11.9% |
| 3Y | +261.2% | +74.1% | +187.1% | +153.4% |
| All | +193.0% | +76.9% | +116.1% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling