+2,451.3%
EXC vs CTAS
+25,665.7%
-23,214.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.2% | +1.2% | -2.3% | -1.4% |
| 30D | +10.0% | +12.8% | -2.8% | +6.9% |
| 3M | +1.6% | +10.3% | -8.7% | -0.7% |
| 6M | +3.3% | +32.0% | -28.7% | -3.4% |
| YTD | +7.6% | +19.1% | -11.6% | +2.8% |
| 1Y | +3.5% | +21.5% | -18.0% | -1.6% |
| 3Y | +27.7% | +76.0% | -48.4% | +10.4% |
| 5Y | +41.1% | +110.9% | -69.7% | +16.6% |
| 10Y | +178.2% | +849.8% | -671.6% | +68.8% |
| All | +2,451.3% | +25,665.7% | -23,214.5% | +889.3% |
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