-10.8%
DOW vs CTAS
+316.5%
-327.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -14.4% | +11.7% | -26.1% | -20.4% |
| 6M | -7.0% | +0.7% | -7.7% | -8.9% |
| YTD | +30.2% | +7.4% | +22.8% | +22.8% |
| 1Y | +29.2% | -2.1% | +31.3% | +28.7% |
| 3Y | -36.7% | +62.9% | -99.6% | -55.7% |
| 5Y | -37.7% | +111.9% | -149.6% | -64.4% |
| All | -10.8% | +316.5% | -327.3% | -64.2% |
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