+114.8%
CMI vs CTAS
+115.9%
-1.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +2.0% | -1.5% | -0.1% |
| 30D | -14.0% | +8.7% | -22.7% | -16.4% |
| 3M | -28.1% | +13.3% | -41.4% | -31.2% |
| 6M | -35.8% | +39.4% | -75.2% | -44.1% |
| YTD | -10.5% | +21.5% | -32.0% | -17.5% |
| 1Y | -1.9% | +21.9% | -23.7% | -9.7% |
| 3Y | +121.0% | +73.6% | +47.3% | +66.3% |
| All | +114.8% | +115.9% | -1.0% | +40.6% |
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 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