-65.0%
CBRS vs CTAS
+38.9%
-104.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.8% | +10.5% |
| 7D | +21.2% | +1.7% | +19.5% | +23.9% |
| 30D | -23.2% | +8.4% | -31.6% | -14.5% |
| 3M | -52.9% | +13.0% | -66.0% | -45.0% |
| All | -65.0% | +38.9% | -104.0% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling