-0.8%
CRM vs CTAS
+107.2%
-108.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 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% | +39.2% |
| 6M | +28.3% | +2.1% | +26.1% | +25.7% |
| YTD | -6.0% | +8.0% | -14.0% | -11.5% |
| 1Y | +1.4% | -0.5% | +1.9% | +0.6% |
| 3Y | +11.8% | +66.2% | -54.4% | -31.1% |
| All | -0.8% | +107.2% | -108.1% | -51.9% |
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