+4,298.5%
EMR vs CTAS
+26,004.1%
-21,705.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +3.5% | +11.3% | -7.8% | -0.8% |
| 3M | +5.9% | +11.4% | -5.5% | +1.4% |
| 6M | +19.4% | +35.6% | -16.2% | +5.4% |
| YTD | +27.7% | +20.7% | +7.0% | +17.7% |
| 1Y | +30.9% | +22.8% | +8.1% | +19.9% |
| 3Y | +104.2% | +73.4% | +30.8% | +62.6% |
| 5Y | +89.6% | +117.6% | -28.0% | +38.1% |
| 10Y | +280.0% | +818.4% | -538.4% | +68.1% |
| All | +4,298.5% | +26,004.1% | -21,705.6% | +787.3% |
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