+105.1%
CTVA vs CTAS
+110.0%
-4.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.8% | +1.0% | -6.8% | -6.1% |
| 30D | +11.1% | -1.1% | +12.1% | +11.4% |
| 3M | +13.2% | +11.5% | +1.7% | +8.5% |
| 6M | +8.7% | +0.2% | +8.6% | +8.4% |
| YTD | +27.3% | +7.2% | +20.1% | +23.3% |
| 1Y | +18.0% | 0.0% | +18.0% | +17.4% |
| 3Y | +76.5% | +65.9% | +10.6% | +37.2% |
| 5Y | +105.1% | +109.6% | -4.5% | +37.9% |
| All | +105.1% | +110.0% | -4.9% | +37.9% |
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