+74.0%
CTAS vs CMS
+37.7%
+36.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +10.7% | +6.6% | +4.2% | +8.2% |
| 3M | +11.0% | +0.8% | +10.2% | +10.6% |
| 6M | +38.7% | -3.3% | +42.1% | +40.4% |
| YTD | +21.8% | +2.7% | +19.0% | +20.1% |
| 1Y | +23.6% | -4.0% | +27.6% | +25.1% |
| All | +74.0% | +37.7% | +36.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling