+518.2%
CEG vs CTAS
+136.9%
+381.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | -4.7% | +1.2% | -5.9% | -5.3% |
| 30D | -16.6% | +12.8% | -29.3% | -20.9% |
| 3M | -4.1% | +10.3% | -14.4% | -8.4% |
| 6M | -22.3% | +32.0% | -54.3% | -32.4% |
| YTD | -28.9% | +19.1% | -48.1% | -35.3% |
| 1Y | -28.5% | +21.5% | -49.9% | -35.6% |
| 3Y | +104.3% | +76.0% | +28.2% | +41.9% |
| All | +518.2% | +136.9% | +381.4% | +245.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling