+7.0%
CI vs CTAS
+74.7%
-67.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.7% |
| 30D | +2.6% | +8.7% | -6.1% | +0.6% |
| 3M | +7.4% | +13.3% | -5.8% | +4.4% |
| 6M | -0.1% | +39.4% | -39.5% | -7.8% |
| YTD | +9.7% | +21.5% | -11.8% | +4.5% |
| 1Y | +12.1% | +21.9% | -9.8% | +6.7% |
| 3Y | +7.0% | +73.6% | -66.6% | -17.0% |
| All | +7.0% | +74.7% | -67.7% | -17.0% |
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