-16.1%
CEG vs CTAS
+23.6%
-39.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +12.1% | +2.0% | +10.1% | +12.5% |
| 30D | +0.2% | +8.7% | -8.5% | +1.3% |
| 3M | +0.7% | +13.3% | -12.6% | +2.1% |
| 6M | +2.2% | +39.4% | -37.1% | +3.3% |
| YTD | -20.3% | +21.5% | -41.8% | -18.1% |
| 1Y | -16.1% | +21.9% | -38.0% | -13.7% |
| All | -16.1% | +23.6% | -39.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling