+238.9%
CRM vs CTAS
+687.6%
-448.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | -4.4% | +0.5% | -5.0% | -4.7% |
| 30D | +28.1% | -0.7% | +28.9% | +28.6% |
| 3M | +48.8% | +11.1% | +37.8% | +40.3% |
| 6M | +28.3% | +2.1% | +26.1% | +25.7% |
| YTD | -6.0% | +8.0% | -14.0% | -10.9% |
| 1Y | +1.4% | -0.5% | +1.9% | +0.4% |
| 3Y | +11.8% | +66.2% | -54.4% | -19.6% |
| 5Y | -2.0% | +109.2% | -111.2% | -38.0% |
| All | +238.9% | +687.6% | -448.7% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling