+71.8%
CB vs CTAS
+75.4%
-3.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | +1.2% | -0.9% | -0.1% |
| 30D | +9.1% | +12.8% | -3.7% | +5.4% |
| 3M | +3.4% | +10.3% | -6.9% | +0.5% |
| 6M | +14.1% | +32.0% | -17.9% | +5.1% |
| YTD | +18.0% | +19.1% | -1.1% | +11.6% |
| 1Y | +30.1% | +21.5% | +8.7% | +22.3% |
| 3Y | +71.8% | +76.0% | -4.3% | +53.5% |
| All | +71.8% | +75.4% | -3.6% | +53.5% |
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