+130.7%
C vs CTAS
+113.1%
+17.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | -1.8% | +5.4% | +4.4% |
| 30D | +0.1% | -0.2% | +0.3% | 0.0% |
| 3M | +2.4% | +11.7% | -9.3% | -3.4% |
| 6M | +24.9% | +0.7% | +24.2% | +23.4% |
| YTD | +19.8% | +7.4% | +12.4% | +14.6% |
| 1Y | +44.9% | -2.1% | +47.0% | +44.7% |
| 3Y | +263.0% | +62.9% | +200.0% | +178.4% |
| All | +130.7% | +113.1% | +17.5% | +45.4% |
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