+24.0%
B vs CTAS
+22.8%
+1.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.2% |
| 7D | +11.3% | -0.7% | +12.0% | +11.3% |
| 30D | +2.9% | +10.3% | -7.3% | +2.8% |
| 3M | -2.9% | +10.2% | -13.0% | -3.1% |
| 6M | -1.2% | +34.4% | -35.6% | -3.4% |
| YTD | -1.3% | +19.6% | -20.9% | -0.7% |
| All | +24.0% | +22.8% | +1.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling