+63.6%
CVS vs CTAS
+65.1%
-1.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +0.4% | -1.0% | +1.4% | +0.6% |
| 3M | -0.4% | +15.8% | -16.2% | -4.1% |
| 6M | +25.1% | -1.0% | +26.1% | +25.3% |
| YTD | +23.9% | +7.4% | +16.5% | +21.4% |
| 1Y | +41.1% | -0.1% | +41.2% | +40.7% |
| 3Y | +63.6% | +66.3% | -2.7% | +43.0% |
| All | +63.6% | +65.1% | -1.4% | +43.0% |
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