+7,463.6%
CI vs CTAS
+23,129.2%
-15,665.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -1.8% | +3.1% | +1.9% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | +0.7% | +11.7% | -11.0% | -3.0% |
| 6M | +0.3% | +0.7% | -0.4% | -0.5% |
| YTD | +3.8% | +7.4% | -3.6% | +0.9% |
| 1Y | -5.5% | -2.1% | -3.4% | -5.6% |
| 3Y | +8.1% | +62.9% | -54.8% | -8.8% |
| 5Y | +42.8% | +111.9% | -69.1% | +10.2% |
| 10Y | +143.9% | +652.2% | -508.3% | +29.6% |
| All | +7,463.6% | +23,129.2% | -15,665.7% | +1,890.3% |
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