+101.0%
CB vs CTAS
+113.1%
-12.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +9.0% | +11.7% | -2.7% | +4.5% |
| 6M | +2.9% | +0.7% | +2.1% | +2.1% |
| YTD | +10.1% | +7.4% | +2.7% | +6.8% |
| 1Y | +22.8% | -2.1% | +24.9% | +22.9% |
| 3Y | +73.8% | +62.9% | +10.9% | +40.4% |
| All | +101.0% | +113.1% | -12.1% | +40.2% |
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 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