+639.5%
CEG vs CTAS
+113.5%
+525.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | -1.8% | +9.8% | +8.8% |
| 30D | +12.9% | -0.2% | +13.1% | +12.9% |
| 3M | +13.2% | +11.7% | +1.5% | +6.6% |
| 6M | -7.0% | +0.7% | -7.7% | -8.0% |
| YTD | -15.0% | +7.4% | -22.4% | -18.9% |
| 1Y | -2.7% | -2.1% | -0.6% | -2.8% |
| 3Y | +184.1% | +62.9% | +121.1% | +103.1% |
| All | +639.5% | +113.5% | +525.9% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling