+3,912.1%
EMR vs CTAS
+23,129.2%
-19,217.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | +7.9% | +11.7% | -3.7% | +2.9% |
| 6M | +6.0% | +0.7% | +5.3% | +4.9% |
| YTD | +16.4% | +7.4% | +9.0% | +12.5% |
| 1Y | +16.6% | -2.1% | +18.7% | +16.5% |
| 3Y | +62.9% | +62.9% | -0.1% | +32.9% |
| 5Y | +60.1% | +111.9% | -51.8% | +18.1% |
| 10Y | +268.8% | +652.2% | -383.4% | +75.5% |
| All | +3,912.1% | +23,129.2% | -19,217.2% | +747.8% |
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 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