+228.9%
ARM vs CTAS
+75.4%
+153.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.0% |
| 7D | -15.2% | +1.2% | -16.4% | -15.4% |
| 30D | -40.7% | +12.8% | -53.4% | -42.2% |
| 3M | -39.1% | +10.3% | -49.4% | -40.4% |
| 6M | -26.4% | +32.0% | -58.4% | -34.3% |
| YTD | +59.7% | +19.1% | +40.6% | +49.8% |
| 1Y | +10.3% | +21.5% | -11.1% | +1.8% |
| 3Y | +228.9% | +76.0% | +152.8% | +146.3% |
| All | +228.9% | +75.4% | +153.4% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling