+166.1%
B vs CTAS
+75.4%
+90.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +9.6% | +1.2% | +8.4% | +9.4% |
| 30D | +3.5% | +12.8% | -9.2% | +0.8% |
| 3M | -1.6% | +10.3% | -11.9% | -3.7% |
| 6M | -1.7% | +32.0% | -33.7% | -8.7% |
| YTD | -5.3% | +19.1% | -24.5% | -9.5% |
| 1Y | +27.2% | +21.5% | +5.7% | +20.8% |
| 3Y | +166.1% | +76.0% | +90.1% | +103.5% |
| All | +166.1% | +75.4% | +90.7% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling