+5.4%
B vs CTAS
+23.3%
-18.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -7.3% | +1.7% | -9.1% | -7.3% |
| 30D | -3.3% | +8.4% | -11.8% | -3.5% |
| 3M | -7.8% | +13.0% | -20.8% | -8.1% |
| 6M | -15.5% | +39.1% | -54.6% | -18.1% |
| YTD | -12.3% | +21.2% | -33.5% | -12.0% |
| 1Y | +5.4% | +21.6% | -16.2% | +5.6% |
| All | +5.4% | +23.3% | -18.0% | +5.6% |
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