+14.2%
EMR vs CTAS
+0.4%
+13.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -5.0% | -1.1% | -3.9% | -4.7% |
| 3M | +5.9% | +11.5% | -5.6% | +2.9% |
| 6M | +7.3% | +0.2% | +7.2% | +9.1% |
| YTD | +14.6% | +7.2% | +7.4% | +13.7% |
| All | +14.2% | +0.4% | +13.8% | +16.6% |
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