+214.2%
CAT vs CTAS
+118.4%
+95.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.3% | +0.5% | +8.8% | +9.2% |
| 30D | -21.5% | +10.2% | -31.7% | -23.9% |
| 3M | -29.1% | +12.1% | -41.2% | -31.7% |
| 6M | -33.4% | +38.3% | -71.6% | -41.3% |
| YTD | +6.6% | +21.9% | -15.3% | -1.5% |
| 1Y | +6.5% | +24.0% | -17.5% | -2.4% |
| 3Y | +162.7% | +75.1% | +87.5% | +97.9% |
| 5Y | +214.2% | +116.9% | +97.3% | +107.0% |
| All | +214.2% | +118.4% | +95.9% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling