+79.1%
CME vs CTAS
+114.7%
-35.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +6.2% | -0.2% | +6.4% | +6.3% |
| 3M | +10.4% | +11.7% | -1.3% | +6.9% |
| 6M | -9.5% | +0.7% | -10.2% | -10.1% |
| YTD | +6.0% | +7.4% | -1.4% | +3.5% |
| 1Y | +9.3% | -2.1% | +11.4% | +9.3% |
| 3Y | +57.7% | +62.9% | -5.3% | +29.5% |
| All | +79.1% | +114.7% | -35.6% | +30.0% |
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 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