-4.6%
CARR vs CTAS
-1.7%
-2.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -8.7% | -0.2% | -8.5% | -8.7% |
| 3M | -12.6% | +11.7% | -24.3% | -16.7% |
| 6M | -1.5% | +0.7% | -2.3% | -1.3% |
| YTD | +14.3% | +7.4% | +6.9% | +11.0% |
| 1Y | -4.6% | -2.1% | -2.5% | -5.5% |
| All | -4.6% | -1.7% | -2.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling