+7,418.1%
CME vs CTAS
+2,340.8%
+5,077.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.5% |
| 7D | +0.9% | +1.2% | -0.2% | +0.3% |
| 30D | +13.2% | +12.8% | +0.4% | +6.5% |
| 3M | +16.3% | +10.3% | +6.0% | +10.4% |
| 6M | +7.1% | +32.0% | -24.9% | -7.7% |
| YTD | +15.8% | +19.1% | -3.3% | +4.5% |
| 1Y | +17.1% | +21.5% | -4.4% | +4.5% |
| 3Y | +63.2% | +76.0% | -12.9% | +15.4% |
| 5Y | +70.2% | +110.9% | -40.6% | +6.5% |
| 10Y | +337.0% | +849.8% | -512.8% | +8.9% |
| All | +7,418.1% | +2,340.8% | +5,077.3% | +761.7% |
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 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