+51.6%
COP vs CTAS
+0.4%
+51.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.6% |
| 3M | +14.3% | +15.8% | -1.4% | +13.5% |
| 6M | +17.0% | -1.0% | +18.0% | +20.1% |
| YTD | +47.4% | +7.4% | +40.0% | +48.5% |
| All | +51.6% | +0.4% | +51.3% | +54.3% |
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 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