+8.9%
CAT vs CTAS
+25.6%
-16.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -4.4% |
| 7D | -17.1% | +7.6% | -24.7% | -14.9% |
| 30D | -30.1% | +17.2% | -47.3% | -26.6% |
| 3M | -32.4% | +12.8% | -45.1% | -29.6% |
| 6M | -32.1% | +38.0% | -70.1% | -28.4% |
| YTD | +4.1% | +22.7% | -18.6% | +10.7% |
| 1Y | +8.9% | +25.6% | -16.7% | +15.5% |
| All | +8.9% | +25.6% | -16.7% | +15.5% |
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