+677.7%
CAT vs CTAS
+824.3%
-146.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -26.8% | +11.3% | -38.1% | -30.5% |
| 3M | -30.0% | +11.4% | -41.5% | -33.8% |
| 6M | -34.6% | +35.6% | -70.2% | -44.4% |
| YTD | +2.9% | +20.7% | -17.8% | -7.8% |
| 1Y | +3.3% | +22.8% | -19.6% | -8.3% |
| 3Y | +153.7% | +73.4% | +80.3% | +84.5% |
| 5Y | +207.3% | +117.6% | +89.7% | +96.1% |
| All | +677.7% | +824.3% | -146.7% | +136.1% |
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 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