+152.4%
CMI vs CTAS
+66.0%
+86.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | -12.3% | -1.1% | -11.2% | -12.1% |
| 3M | -16.8% | +11.5% | -28.3% | -19.4% |
| 6M | +1.5% | +0.2% | +1.4% | +1.7% |
| YTD | +9.8% | +7.2% | +2.6% | +7.2% |
| 1Y | +42.6% | 0.0% | +42.6% | +42.7% |
| All | +152.4% | +66.0% | +86.4% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling