+113.6%
C vs CTAS
+115.9%
-2.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +2.0% | +2.2% | +3.4% |
| 30D | +2.0% | +8.7% | -6.7% | -1.5% |
| 3M | -10.1% | +13.3% | -23.4% | -14.8% |
| 6M | +1.0% | +39.4% | -38.4% | -13.9% |
| YTD | +8.5% | +21.5% | -13.0% | -1.6% |
| 1Y | +25.7% | +21.9% | +3.8% | +13.8% |
| 3Y | +216.0% | +73.6% | +142.3% | +136.1% |
| All | +113.6% | +115.9% | -2.3% | +33.5% |
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 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