+71.0%
CME vs CTAS
+109.9%
-38.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | +0.9% | +1.2% | -0.2% | +0.6% |
| 30D | +13.2% | +12.8% | +0.4% | +9.8% |
| 3M | +16.3% | +10.3% | +6.0% | +13.3% |
| 6M | +7.1% | +32.0% | -24.9% | -0.6% |
| YTD | +15.8% | +19.1% | -3.3% | +10.1% |
| 1Y | +17.1% | +21.5% | -4.4% | +10.6% |
| 3Y | +63.2% | +76.0% | -12.9% | +32.3% |
| All | +71.0% | +109.9% | -38.9% | +25.7% |
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