+4,560.7%
COP vs CTAS
+25,665.7%
-21,105.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | -11.5% | +1.2% | -12.7% | -11.9% |
| 30D | +5.0% | +12.8% | -7.8% | +1.2% |
| 3M | +17.5% | +10.3% | +7.2% | +13.8% |
| 6M | +16.2% | +32.0% | -15.8% | +6.3% |
| YTD | +48.8% | +19.1% | +29.6% | +39.8% |
| 1Y | +64.1% | +21.5% | +42.6% | +53.2% |
| 3Y | +25.7% | +76.0% | -50.4% | +3.5% |
| 5Y | +114.4% | +110.9% | +3.5% | +65.7% |
| 10Y | +331.7% | +849.8% | -518.1% | +126.4% |
| All | +4,560.7% | +25,665.7% | -21,105.0% | +1,293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling