+3,033.3%
EQT vs CTAS
+22,894.0%
-19,860.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +1.1% | -3.1% | +4.2% | +1.9% |
| 3M | +4.8% | +10.3% | -5.5% | +1.9% |
| 6M | -10.6% | +1.6% | -12.2% | -11.4% |
| YTD | +3.4% | +6.3% | -2.9% | +1.2% |
| 1Y | +8.7% | -0.5% | +9.2% | +8.1% |
| 3Y | +35.0% | +64.6% | -29.6% | +17.2% |
| 5Y | +204.2% | +106.0% | +98.2% | +149.0% |
| 10Y | +52.5% | +677.5% | -625.0% | -10.8% |
| All | +3,033.3% | +22,894.0% | -19,860.7% | +1,120.9% |
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