-4.1%
CMG vs CTAS
+115.9%
-120.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.5% | +2.0% | +0.5% | +1.4% |
| 30D | +15.6% | +8.7% | +6.9% | +10.7% |
| 3M | +8.2% | +13.3% | -5.1% | +1.2% |
| 6M | +9.9% | +39.4% | -29.5% | -10.1% |
| YTD | -4.6% | +21.5% | -26.1% | -15.6% |
| 1Y | +12.4% | +21.9% | -9.5% | -0.6% |
| 3Y | -18.0% | +73.6% | -91.6% | -45.1% |
| All | -4.1% | +115.9% | -120.0% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling