+7,875.7%
CI vs CTAS
+26,263.6%
-18,387.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +4.9% | +10.2% | -5.4% | +1.8% |
| 3M | +7.4% | +12.1% | -4.7% | +3.7% |
| 6M | +0.4% | +38.3% | -37.9% | -9.5% |
| YTD | +9.5% | +21.9% | -12.4% | +2.3% |
| 1Y | +12.0% | +24.0% | -12.1% | +4.1% |
| 3Y | +7.1% | +75.1% | -68.0% | -11.5% |
| 5Y | +49.3% | +116.9% | -67.6% | +14.4% |
| 10Y | +146.6% | +821.3% | -674.6% | +23.5% |
| All | +7,875.7% | +26,263.6% | -18,387.9% | +1,918.9% |
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