+6,646.7%
CB vs CTAS
+11,009.1%
-4,362.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +9.0% | +11.7% | -2.7% | +4.1% |
| 6M | +2.9% | +0.7% | +2.1% | +2.0% |
| YTD | +10.1% | +7.4% | +2.7% | +6.4% |
| 1Y | +22.8% | -2.1% | +24.9% | +22.7% |
| 3Y | +73.8% | +62.9% | +10.9% | +40.6% |
| 5Y | +99.2% | +111.9% | -12.7% | +43.9% |
| 10Y | +218.2% | +652.2% | -434.0% | +39.6% |
| All | +6,646.7% | +11,009.1% | -4,362.4% | +1,290.2% |
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 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