+214.2%
ARM vs CTAS
+80.4%
+133.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +19.8% | +0.5% | +19.3% | +19.7% |
| 30D | -21.8% | +10.2% | -32.0% | -23.5% |
| 3M | -26.5% | +12.1% | -38.6% | -28.5% |
| 6M | -3.9% | +38.3% | -42.2% | -16.6% |
| YTD | +82.8% | +21.9% | +60.9% | +69.3% |
| 1Y | +34.3% | +24.0% | +10.3% | +22.6% |
| 3Y | +282.2% | +75.1% | +207.1% | +171.0% |
| All | +214.2% | +80.4% | +133.8% | +115.9% |
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