+803.7%
B vs CTAS
+23,129.2%
-22,325.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +9.4% | -0.2% | +9.6% | +9.4% |
| 3M | +5.0% | +11.7% | -6.7% | +4.1% |
| 6M | -3.5% | +0.7% | -4.3% | -3.7% |
| YTD | +4.5% | +7.4% | -3.0% | +3.8% |
| 1Y | +67.8% | -2.1% | +69.9% | +67.7% |
| 3Y | +196.7% | +62.9% | +133.8% | +187.3% |
| 5Y | +151.9% | +111.9% | +40.0% | +140.2% |
| 10Y | +202.2% | +652.2% | -450.0% | +170.3% |
| All | +803.7% | +23,129.2% | -22,325.5% | +703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling