+53.1%
DOW vs CTAS
+23.7%
+29.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +15.7% | +10.7% | +5.0% | +15.0% |
| 3M | +5.3% | +11.0% | -5.7% | +4.7% |
| 6M | -14.2% | +38.7% | -53.0% | -17.2% |
| YTD | +43.9% | +21.8% | +22.1% | +41.9% |
| 1Y | +53.1% | +23.6% | +29.5% | +47.5% |
| All | +53.1% | +23.7% | +29.4% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling