+17,723.7%
CAT vs CTAS
+25,665.7%
-7,942.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -10.3% | +1.2% | -11.5% | -10.7% |
| 30D | -31.2% | +12.8% | -44.0% | -34.5% |
| 3M | -34.7% | +10.3% | -44.9% | -37.4% |
| 6M | -39.5% | +32.0% | -71.5% | -46.5% |
| YTD | -1.7% | +19.1% | -20.8% | -9.9% |
| 1Y | -1.1% | +21.5% | -22.6% | -10.1% |
| 3Y | +143.9% | +76.0% | +67.8% | +89.8% |
| 5Y | +194.8% | +110.9% | +83.9% | +112.5% |
| 10Y | +739.8% | +849.8% | -110.0% | +239.1% |
| All | +17,723.7% | +25,665.7% | -7,942.0% | +3,034.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling