+436.5%
CARR vs CTAS
+385.1%
+51.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | 0.0% | +3.3% | +3.3% |
| 30D | -7.7% | -1.0% | -6.7% | -7.2% |
| 3M | -11.9% | +15.8% | -27.7% | -19.5% |
| 6M | +2.0% | -1.0% | +3.0% | +1.4% |
| YTD | +13.2% | +7.4% | +5.7% | +7.5% |
| 1Y | -8.5% | -0.1% | -8.4% | -9.6% |
| 3Y | +5.0% | +66.3% | -61.3% | -24.4% |
| 5Y | +12.0% | +111.0% | -99.0% | -29.4% |
| All | +436.5% | +385.1% | +51.4% | +146.1% |
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