+214.0%
ARM vs CTAS
+78.6%
+135.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.1% | -11.9% | -12.9% |
| 7D | -27.1% | +3.8% | -30.9% | -27.6% |
| 30D | -44.9% | +15.5% | -60.4% | -46.5% |
| 3M | -39.3% | +12.7% | -52.0% | -40.8% |
| 6M | -20.2% | +34.5% | -54.7% | -29.0% |
| YTD | +52.5% | +21.3% | +31.2% | +42.6% |
| 1Y | +4.1% | +23.1% | -19.0% | -3.9% |
| All | +214.0% | +78.6% | +135.4% | +134.5% |
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 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