+43.8%
EXC vs CTAS
+109.9%
-66.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -1.2% | +1.2% | -2.3% | -1.5% |
| 30D | +10.0% | +12.8% | -2.8% | +5.7% |
| 3M | +1.6% | +10.3% | -8.7% | -1.7% |
| 6M | +3.3% | +32.0% | -28.7% | -6.1% |
| YTD | +7.6% | +19.1% | -11.6% | +0.9% |
| 1Y | +3.5% | +21.5% | -18.0% | -3.7% |
| 3Y | +27.7% | +76.0% | -48.4% | -2.2% |
| All | +43.8% | +109.9% | -66.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling