-5.7%
CMG vs CTAS
+110.0%
-115.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.5% | +1.0% | -7.4% | -7.0% |
| 30D | +12.1% | -1.1% | +13.2% | +12.7% |
| 3M | +20.6% | +11.5% | +9.1% | +12.1% |
| 6M | +2.1% | +0.2% | +1.9% | +0.8% |
| YTD | -2.6% | +7.2% | -9.8% | -7.8% |
| 1Y | -8.7% | 0.0% | -8.7% | -10.1% |
| 3Y | -7.4% | +65.9% | -73.3% | -37.4% |
| 5Y | -5.7% | +109.6% | -115.2% | -49.5% |
| All | -5.7% | +110.0% | -115.7% | -49.5% |
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