+158.3%
CAT vs CTAS
+74.3%
+84.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | +7.4% | +1.7% | +5.7% | +7.3% |
| 30D | -19.7% | +8.4% | -28.1% | -20.5% |
| 3M | -29.6% | +13.0% | -42.6% | -30.7% |
| 6M | -33.2% | +39.1% | -72.3% | -38.0% |
| YTD | +5.7% | +21.2% | -15.6% | +2.0% |
| 1Y | +9.3% | +21.6% | -12.3% | +5.4% |
| 3Y | +158.3% | +73.2% | +85.1% | +125.2% |
| All | +158.3% | +74.3% | +84.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling