+7.7%
CARR vs CTAS
+107.0%
-99.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.4% |
| 30D | -11.0% | -3.1% | -7.9% | -9.4% |
| 3M | -16.4% | +10.3% | -26.7% | -22.2% |
| 6M | -2.4% | +1.6% | -4.0% | -4.5% |
| YTD | +8.4% | +6.3% | +2.1% | +2.9% |
| 1Y | -8.0% | -0.5% | -7.5% | -9.0% |
| 3Y | +0.6% | +64.6% | -64.0% | -34.5% |
| 5Y | +7.7% | +106.0% | -98.3% | -43.3% |
| All | +7.7% | +107.0% | -99.3% | -43.3% |
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