+62.2%
COP vs CTAS
+23.8%
+38.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | -0.6% | +10.2% | -10.8% | -0.7% |
| 3M | +10.8% | +12.1% | -1.3% | +10.7% |
| 6M | +19.6% | +38.3% | -18.7% | +19.1% |
| YTD | +52.9% | +21.9% | +31.0% | +54.4% |
| 1Y | +62.2% | +24.0% | +38.2% | +62.7% |
| All | +62.2% | +23.8% | +38.4% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling