-10.7%
CMG vs CTAS
-1.7%
-9.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | +7.1% | -0.2% | +7.3% | +7.2% |
| 3M | +31.2% | +11.7% | +19.5% | +22.7% |
| 6M | +0.7% | +0.7% | 0.0% | -0.9% |
| YTD | -0.1% | +7.4% | -7.5% | -5.1% |
| 1Y | -10.7% | -2.1% | -8.6% | -11.3% |
| All | -10.7% | -1.7% | -9.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling