+16.0%
CTVA vs CTAS
+1.1%
+15.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | +11.3% | -0.7% | +12.0% | +11.4% |
| 3M | +12.3% | +11.1% | +1.2% | +10.6% |
| 6M | +7.2% | +2.1% | +5.0% | +9.0% |
| YTD | +26.0% | +8.0% | +18.0% | +25.6% |
| 1Y | +16.0% | -0.5% | +16.5% | +16.4% |
| All | +16.0% | +1.1% | +15.0% | +16.4% |
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