+791.9%
CDE vs CTAS
+67.2%
+724.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | +9.5% | -0.7% | +10.2% | +9.8% |
| 3M | +25.5% | +11.1% | +14.4% | +18.1% |
| 6M | -7.9% | +2.1% | -10.0% | -9.0% |
| YTD | +15.6% | +8.0% | +7.6% | +10.3% |
| 1Y | +34.0% | -0.5% | +34.5% | +34.0% |
| 3Y | +791.9% | +66.2% | +725.7% | +416.0% |
| All | +791.9% | +67.2% | +724.7% | +416.0% |
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