+138.0%
B vs CTAS
+109.9%
+28.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +9.6% | +1.2% | +8.4% | +9.3% |
| 30D | +3.5% | +12.8% | -9.2% | +0.3% |
| 3M | -1.6% | +10.3% | -11.9% | -4.1% |
| 6M | -1.7% | +32.0% | -33.7% | -9.6% |
| YTD | -5.3% | +19.1% | -24.5% | -10.3% |
| 1Y | +27.2% | +21.5% | +5.7% | +19.7% |
| 3Y | +166.1% | +76.0% | +90.1% | +118.2% |
| All | +138.0% | +109.9% | +28.0% | +83.6% |
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 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