-25.6%
DOW vs CTAS
+73.0%
-98.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -9.4% | -0.7% | -8.7% | -9.3% |
| 30D | +8.9% | +10.3% | -1.3% | +6.1% |
| 3M | +6.7% | +10.2% | -3.4% | +3.9% |
| 6M | -14.2% | +34.4% | -48.6% | -21.8% |
| YTD | +36.9% | +19.6% | +17.4% | +29.6% |
| 1Y | +45.8% | +21.8% | +24.0% | +37.0% |
| All | -25.6% | +73.0% | -98.6% | -38.8% |
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