+32.3%
CTVA vs CTAS
+118.4%
-86.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -33.5% |
| 3M | -18.7% | +12.1% | -30.8% | -22.0% |
| 6M | -25.5% | +38.3% | -63.8% | -34.0% |
| YTD | -8.0% | +21.9% | -29.9% | -14.8% |
| 1Y | -7.0% | +24.0% | -31.0% | -14.5% |
| 3Y | +45.2% | +75.1% | -29.9% | +12.4% |
| 5Y | +32.3% | +116.9% | -84.7% | -9.6% |
| All | +32.3% | +118.4% | -86.1% | -9.6% |
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