+4,499.1%
COP vs CTAS
+25,758.4%
-21,259.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -8.4% | -0.7% | -7.7% | -8.3% |
| 30D | +0.3% | +10.3% | -10.0% | -2.7% |
| 3M | +15.1% | +10.2% | +4.9% | +11.5% |
| 6M | +19.8% | +34.4% | -14.6% | +8.9% |
| YTD | +46.8% | +19.6% | +27.3% | +37.8% |
| 1Y | +59.7% | +21.8% | +38.0% | +49.0% |
| 3Y | +28.7% | +74.1% | -45.4% | +6.4% |
| 5Y | +110.7% | +114.0% | -3.4% | +62.1% |
| 10Y | +298.3% | +813.9% | -515.6% | +110.7% |
| All | +4,499.1% | +25,758.4% | -21,259.3% | +1,273.7% |
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