+231.7%
CTVA vs CTAS
+283.8%
-52.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +4.9% | -1.8% | +6.8% | +5.8% |
| 30D | +11.9% | -0.2% | +12.1% | +11.9% |
| 3M | +13.7% | +11.7% | +2.0% | +7.2% |
| 6M | +13.1% | +0.7% | +12.4% | +11.7% |
| YTD | +32.0% | +7.4% | +24.5% | +26.1% |
| 1Y | +22.1% | -2.1% | +24.2% | +22.0% |
| 3Y | +77.5% | +62.9% | +14.5% | +32.5% |
| 5Y | +106.3% | +111.9% | -5.6% | +30.8% |
| All | +231.7% | +283.8% | -52.2% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling