+421.5%
CARR vs CTAS
+387.5%
+34.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | -8.9% | -0.7% | -8.2% | -8.6% |
| 3M | -17.3% | +11.1% | -28.4% | -22.7% |
| 6M | -1.4% | +2.1% | -3.5% | -3.6% |
| YTD | +10.0% | +8.0% | +2.0% | +4.2% |
| 1Y | -6.4% | -0.5% | -5.9% | -7.3% |
| 3Y | +1.5% | +66.2% | -64.7% | -26.8% |
| 5Y | +9.3% | +109.2% | -99.9% | -30.9% |
| All | +421.5% | +387.5% | +34.0% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling