+174.6%
ARM vs CTAS
+76.3%
+98.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.1% |
| 7D | -15.2% | +1.2% | -16.4% | -15.4% |
| 30D | -40.7% | +12.8% | -53.4% | -42.4% |
| 3M | -39.1% | +10.3% | -49.4% | -40.6% |
| 6M | -26.4% | +32.0% | -58.4% | -35.0% |
| YTD | +59.7% | +19.1% | +40.6% | +48.6% |
| 1Y | +10.3% | +21.5% | -11.1% | +1.0% |
| 3Y | +228.9% | +76.0% | +152.8% | +127.4% |
| All | +174.6% | +76.3% | +98.3% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling