+21.1%
COP vs CTAS
+66.0%
-44.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.3% |
| 30D | +17.5% | -0.2% | +17.7% | +17.5% |
| 3M | +13.4% | +11.7% | +1.7% | +10.8% |
| 6M | +17.7% | +0.7% | +17.0% | +17.8% |
| YTD | +46.6% | +7.4% | +39.2% | +44.4% |
| 1Y | +44.6% | -2.1% | +46.7% | +45.5% |
| All | +21.1% | +66.0% | -44.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling