+5.8%
CAT vs CTAS
+22.8%
-17.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.6% |
| 30D | -25.0% | +10.3% | -35.3% | -22.6% |
| 3M | -28.7% | +10.2% | -38.9% | -26.3% |
| 6M | -33.0% | +34.4% | -67.4% | -29.7% |
| YTD | +5.4% | +19.6% | -14.1% | +11.3% |
| All | +5.8% | +22.8% | -17.0% | +11.2% |
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 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