+712.5%
CAT vs CTAS
+848.9%
-136.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -25.0% | +10.3% | -35.3% | -28.5% |
| 3M | -28.7% | +10.2% | -38.9% | -32.2% |
| 6M | -33.0% | +34.4% | -67.4% | -42.8% |
| YTD | +5.4% | +19.6% | -14.1% | -5.1% |
| 1Y | +7.3% | +21.8% | -14.5% | -4.4% |
| 3Y | +166.0% | +74.1% | +91.9% | +92.9% |
| 5Y | +210.1% | +114.0% | +96.1% | +99.4% |
| 10Y | +712.5% | +813.9% | -101.4% | +149.8% |
| All | +712.5% | +848.9% | -136.4% | +149.8% |
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