+33.5%
EXC vs CTAS
+74.7%
-41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | +8.6% | +8.7% | -0.1% | +6.6% |
| 3M | +2.4% | +13.3% | -10.9% | -0.4% |
| 6M | +6.5% | +39.4% | -32.9% | -0.9% |
| YTD | +9.0% | +21.5% | -12.4% | +4.2% |
| 1Y | +4.6% | +21.9% | -17.3% | -0.2% |
| 3Y | +33.5% | +73.6% | -40.2% | +6.6% |
| All | +33.5% | +74.7% | -41.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling