+113.0%
COP vs CTAS
+109.9%
+3.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -11.5% | +1.2% | -12.7% | -11.9% |
| 30D | +5.0% | +12.8% | -7.8% | +1.7% |
| 3M | +17.5% | +10.3% | +7.2% | +14.3% |
| 6M | +16.2% | +32.0% | -15.8% | +7.2% |
| YTD | +48.8% | +19.1% | +29.6% | +41.0% |
| 1Y | +64.1% | +21.5% | +42.6% | +54.5% |
| 3Y | +25.7% | +76.0% | -50.4% | +1.7% |
| All | +113.0% | +109.9% | +3.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling