+199.6%
ARM vs CTAS
+79.8%
+119.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +9.1% | +2.0% | +7.1% | +8.7% |
| 30D | -19.9% | +8.7% | -28.6% | -21.5% |
| 3M | -31.6% | +13.3% | -44.9% | -33.7% |
| 6M | -13.9% | +39.4% | -53.3% | -25.6% |
| YTD | +74.3% | +21.5% | +52.8% | +61.5% |
| 1Y | +35.8% | +21.9% | +13.9% | +25.3% |
| 3Y | +268.6% | +73.6% | +195.0% | +163.0% |
| All | +199.6% | +79.8% | +119.9% | +106.1% |
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 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