+7,384.4%
CME vs CTAS
+2,349.6%
+5,034.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.6% | -0.7% | +0.2% | -0.2% |
| 30D | +8.5% | +10.3% | -1.7% | +3.3% |
| 3M | +16.0% | +10.2% | +5.8% | +10.2% |
| 6M | +9.3% | +34.4% | -25.0% | -6.7% |
| YTD | +15.3% | +19.6% | -4.3% | +3.9% |
| 1Y | +14.4% | +21.8% | -7.4% | +2.0% |
| 3Y | +59.9% | +74.1% | -14.2% | +13.8% |
| 5Y | +69.4% | +114.0% | -44.6% | +5.1% |
| 10Y | +299.5% | +813.9% | -514.4% | +1.8% |
| All | +7,384.4% | +2,349.6% | +5,034.9% | +756.3% |
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