+164.4%
CMI vs CTAS
+107.0%
+57.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | -12.8% | -3.1% | -9.7% | -11.9% |
| 3M | -12.4% | +10.3% | -22.7% | -16.4% |
| 6M | -0.9% | +1.6% | -2.5% | -2.3% |
| YTD | +8.9% | +6.3% | +2.5% | +4.9% |
| 1Y | +37.7% | -0.5% | +38.2% | +36.4% |
| 3Y | +148.9% | +64.6% | +84.3% | +87.4% |
| 5Y | +164.4% | +106.0% | +58.4% | +69.8% |
| All | +164.4% | +107.0% | +57.3% | +69.8% |
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 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