+1,767.1%
CVS vs CTAS
+26,175.4%
-24,408.2%
-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 | +6.6% | +2.0% | +4.6% | +6.0% |
| 30D | -0.4% | +8.7% | -9.1% | -2.9% |
| 3M | -5.3% | +13.3% | -18.5% | -8.6% |
| 6M | -7.7% | +39.4% | -47.1% | -16.2% |
| YTD | +16.0% | +21.5% | -5.4% | +9.2% |
| 1Y | +16.2% | +21.9% | -5.7% | +9.3% |
| 3Y | +47.6% | +73.6% | -26.1% | +24.5% |
| 5Y | +12.3% | +116.2% | -103.9% | -11.5% |
| 10Y | +62.4% | +818.2% | -755.8% | -15.8% |
| All | +1,767.1% | +26,175.4% | -24,408.2% | +329.4% |
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