+27.2%
CB vs CTAS
+22.8%
+4.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +6.5% | +10.3% | -3.7% | +3.6% |
| 3M | +4.1% | +10.2% | -6.1% | +1.2% |
| 6M | +14.4% | +34.4% | -20.0% | +5.3% |
| YTD | +17.5% | +19.6% | -2.1% | +10.0% |
| All | +27.2% | +22.8% | +4.4% | +18.8% |
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