+57.2%
COP vs CTAS
+22.8%
+34.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -8.4% | -0.7% | -7.7% | -8.4% |
| 30D | +0.3% | +10.3% | -10.0% | +0.2% |
| 3M | +15.1% | +10.2% | +4.9% | +15.0% |
| 6M | +19.8% | +34.4% | -14.6% | +19.0% |
| YTD | +46.8% | +19.6% | +27.3% | +48.1% |
| All | +57.2% | +22.8% | +34.4% | +57.1% |
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