+3.4%
EXC vs CTAS
+25.6%
-22.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.2% |
| 7D | +3.3% | +7.6% | -4.3% | +2.0% |
| 30D | +13.3% | +17.2% | -3.9% | +10.4% |
| 3M | +1.8% | +12.8% | -10.9% | -0.2% |
| 6M | +1.1% | +38.0% | -36.9% | -2.2% |
| YTD | +9.0% | +22.7% | -13.7% | +3.9% |
| 1Y | +3.4% | +25.6% | -22.3% | -1.1% |
| All | +3.4% | +25.6% | -22.3% | -1.1% |
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