+1,110.7%
CAT vs CTAS
+652.1%
+458.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.5% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -13.3% | +11.7% | -25.0% | -18.8% |
| 6M | +11.6% | +0.7% | +10.9% | +9.4% |
| YTD | +42.9% | +7.4% | +35.5% | +35.6% |
| 1Y | +95.4% | -2.1% | +97.5% | +93.2% |
| 3Y | +196.6% | +62.9% | +133.6% | +121.4% |
| 5Y | +321.7% | +111.9% | +209.8% | +170.8% |
| All | +1,110.7% | +652.1% | +458.6% | +270.2% |
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