+2,340.5%
EXC vs CTAS
+23,129.2%
-20,788.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | -1.3% | +11.7% | -13.0% | -3.9% |
| 6M | -9.7% | +0.7% | -10.4% | -10.2% |
| YTD | +2.9% | +7.4% | -4.5% | +0.8% |
| 1Y | +4.4% | -2.1% | +6.5% | +4.3% |
| 3Y | +22.2% | +62.9% | -40.7% | +7.7% |
| 5Y | +46.7% | +111.9% | -65.2% | +21.3% |
| 10Y | +155.3% | +652.2% | -496.8% | +62.5% |
| All | +2,340.5% | +23,129.2% | -20,788.7% | +869.8% |
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