+503.2%
CMI vs CTAS
+687.6%
-184.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -12.4% | -0.7% | -11.7% | -12.2% |
| 3M | -14.8% | +11.1% | -25.8% | -19.8% |
| 6M | +0.8% | +2.1% | -1.3% | -1.6% |
| YTD | +10.2% | +8.0% | +2.2% | +4.4% |
| 1Y | +37.4% | -0.5% | +37.9% | +35.0% |
| 3Y | +153.3% | +66.2% | +87.1% | +88.1% |
| 5Y | +167.6% | +109.2% | +58.4% | +74.3% |
| All | +503.2% | +687.6% | -184.4% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling