+601.0%
AXTI vs CTAS
+107.0%
+493.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.9% |
| 7D | +15.1% | -1.3% | +16.4% | +15.5% |
| 30D | -12.3% | -3.1% | -9.2% | -11.8% |
| 3M | -24.1% | +10.3% | -34.4% | -29.2% |
| 6M | +46.0% | +1.6% | +44.4% | +41.7% |
| YTD | +295.7% | +6.3% | +289.4% | +272.3% |
| 1Y | +1,825.6% | -0.5% | +1,826.1% | +1,783.6% |
| 3Y | +2,630.0% | +64.6% | +2,565.4% | +1,677.3% |
| 5Y | +601.0% | +106.0% | +495.0% | +277.2% |
| All | +601.0% | +107.0% | +493.9% | +277.2% |
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