-34.6%
DOW vs CTAS
+65.1%
-99.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +2.0% | -1.0% | +3.0% | +2.2% |
| 3M | -12.5% | +15.8% | -28.3% | -16.8% |
| 6M | -9.2% | -1.0% | -8.2% | -8.7% |
| YTD | +30.8% | +7.4% | +23.4% | +27.3% |
| 1Y | +29.4% | -0.1% | +29.5% | +29.4% |
| 3Y | -34.6% | +66.3% | -100.9% | -46.7% |
| All | -34.6% | +65.1% | -99.6% | -46.7% |
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