+6,781.2%
CME vs CTAS
+2,100.5%
+4,680.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.6% | -1.8% | +0.2% | -0.6% |
| 30D | +6.2% | -0.2% | +6.4% | +6.3% |
| 3M | +10.4% | +11.7% | -1.3% | +3.8% |
| 6M | -9.5% | +0.7% | -10.2% | -10.8% |
| YTD | +6.0% | +7.4% | -1.4% | +1.0% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.9% |
| 3Y | +57.7% | +62.9% | -5.3% | +15.8% |
| 5Y | +77.7% | +111.9% | -34.2% | +10.4% |
| 10Y | +281.2% | +652.2% | -371.0% | +8.0% |
| All | +6,781.2% | +2,100.5% | +4,680.7% | +732.5% |
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