+325.1%
COP vs CTAS
+658.8%
-333.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +15.6% | -1.0% | +16.6% | +16.1% |
| 3M | +14.3% | +15.8% | -1.4% | +4.6% |
| 6M | +17.0% | -1.0% | +18.0% | +15.9% |
| YTD | +47.4% | +7.4% | +40.0% | +39.3% |
| 1Y | +52.4% | -0.1% | +52.5% | +49.7% |
| 3Y | +20.8% | +66.3% | -45.5% | -16.4% |
| 5Y | +191.7% | +111.0% | +80.7% | +67.6% |
| 10Y | +325.1% | +662.9% | -337.8% | +27.3% |
| All | +325.1% | +658.8% | -333.7% | +27.3% |
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