+998.2%
C vs CTAS
+25,665.7%
-24,667.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | -2.4% | +1.2% | -3.5% | -3.0% |
| 30D | -6.0% | +12.8% | -18.7% | -11.7% |
| 3M | -10.5% | +10.3% | -20.8% | -15.2% |
| 6M | -5.7% | +32.0% | -37.7% | -19.4% |
| YTD | +4.1% | +19.1% | -15.0% | -6.6% |
| 1Y | +20.5% | +21.5% | -1.0% | +7.0% |
| 3Y | +208.1% | +76.0% | +132.1% | +122.9% |
| 5Y | +110.4% | +110.9% | -0.4% | +36.9% |
| 10Y | +234.6% | +849.8% | -615.2% | +4.1% |
| All | +998.2% | +25,665.7% | -24,667.5% | +27.6% |
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 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