-7.1%
CMG vs CTAS
+1.1%
-8.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +10.9% | -0.7% | +11.6% | +11.1% |
| 3M | +15.8% | +11.1% | +4.8% | +9.0% |
| 6M | +6.9% | +2.1% | +4.8% | +4.5% |
| YTD | -2.2% | +8.0% | -10.1% | -7.1% |
| 1Y | -7.1% | -0.5% | -6.6% | -9.6% |
| All | -7.1% | +1.1% | -8.1% | -9.6% |
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