+4,100.0%
CMG vs CTAS
+2,446.9%
+1,653.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -1.9% |
| 30D | +7.1% | -0.2% | +7.3% | +7.2% |
| 3M | +31.2% | +11.7% | +19.5% | +22.3% |
| 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% | -11.0% |
| 3Y | -4.7% | +62.9% | -67.6% | -29.7% |
| 5Y | -3.8% | +111.9% | -115.6% | -38.7% |
| 10Y | +352.5% | +652.2% | -299.7% | +30.2% |
| All | +4,100.0% | +2,446.9% | +1,653.1% | +403.9% |
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