+298.3%
COP vs CTAS
+848.9%
-550.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -8.4% | -0.7% | -7.7% | -8.2% |
| 30D | +0.3% | +10.3% | -10.0% | -5.1% |
| 3M | +15.1% | +10.2% | +4.9% | +8.7% |
| 6M | +19.8% | +34.4% | -14.6% | +0.5% |
| YTD | +46.8% | +19.6% | +27.3% | +30.5% |
| 1Y | +59.7% | +21.8% | +38.0% | +40.4% |
| 3Y | +28.7% | +74.1% | -45.4% | -12.8% |
| 5Y | +110.7% | +114.0% | -3.4% | +21.5% |
| 10Y | +298.3% | +813.9% | -515.6% | +28.6% |
| All | +298.3% | +848.9% | -550.6% | +28.6% |
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 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