+41.9%
CMI vs CTAS
-1.7%
+43.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.7% |
| 7D | -0.7% | -1.8% | +1.1% | -1.1% |
| 30D | -13.4% | -0.2% | -13.2% | -13.4% |
| 3M | -17.0% | +11.7% | -28.7% | -15.4% |
| 6M | -1.6% | +0.7% | -2.4% | -0.3% |
| YTD | +11.0% | +7.4% | +3.6% | +12.4% |
| 1Y | +41.9% | -2.1% | +44.0% | +46.8% |
| All | +41.9% | -1.7% | +43.7% | +46.8% |
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