+1,907.2%
CVS vs CTAS
+23,129.2%
-21,222.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +2.7% | +11.7% | -9.0% | -0.7% |
| 6M | +21.9% | +0.7% | +21.2% | +21.0% |
| YTD | +24.7% | +7.4% | +17.3% | +21.7% |
| 1Y | +35.4% | -2.1% | +37.6% | +35.4% |
| 3Y | +65.2% | +62.9% | +2.2% | +42.0% |
| 5Y | +30.5% | +111.9% | -81.3% | +3.6% |
| 10Y | +40.4% | +652.2% | -611.8% | -23.1% |
| All | +1,907.2% | +23,129.2% | -21,222.1% | +378.4% |
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