-1.8%
CEG vs CTAS
+0.1%
-1.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.8% |
| 7D | +1.3% | +1.0% | +0.3% | +1.6% |
| 30D | +8.8% | -1.1% | +9.9% | +8.6% |
| 3M | +17.0% | +11.5% | +5.5% | +19.6% |
| 6M | -8.7% | +0.2% | -8.9% | -10.2% |
| YTD | -16.4% | +7.2% | -23.6% | -14.7% |
| 1Y | -1.8% | 0.0% | -1.7% | -2.1% |
| All | -1.8% | +0.1% | -1.9% | -2.1% |
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