-0.1%
CTAS vs ALL
+28.5%
-28.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | -1.0% | -4.7% | +3.7% | 0.0% |
| 3M | +15.8% | +18.4% | -2.6% | +11.3% |
| 6M | -1.0% | +20.5% | -21.5% | -5.3% |
| YTD | +7.4% | +23.5% | -16.1% | +2.0% |
| 1Y | -0.1% | +29.0% | -29.1% | -6.2% |
| All | -0.1% | +28.5% | -28.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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