-10.0%
CRM vs CTAS
+25.6%
-35.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | -6.2% | +7.6% | -13.8% | -8.1% |
| 30D | -1.2% | +17.2% | -18.4% | -5.2% |
| 3M | +19.1% | +12.8% | +6.4% | +15.3% |
| 6M | +23.0% | +38.0% | -15.0% | +15.1% |
| YTD | -13.7% | +22.7% | -36.4% | -19.5% |
| 1Y | -10.0% | +25.6% | -35.6% | -17.5% |
| All | -10.0% | +25.6% | -35.6% | -17.5% |
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