+39.6%
CTVA vs CTAS
+75.3%
-35.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.1% | -24.4% | -24.3% |
| 7D | -23.7% | +0.5% | -24.2% | -23.8% |
| 30D | -31.2% | +10.2% | -41.5% | -33.1% |
| 3M | -18.7% | +12.1% | -30.8% | -21.4% |
| 6M | -25.5% | +38.3% | -63.8% | -32.4% |
| YTD | -8.0% | +21.9% | -29.9% | -13.3% |
| 1Y | -7.0% | +24.0% | -31.0% | -12.9% |
| All | +39.6% | +75.3% | -35.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling