-0.8%
F vs CTAS
+21.0%
-21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +2.6% | +12.8% | -10.1% | +1.8% |
| 3M | -8.8% | +10.3% | -19.1% | -9.5% |
| 6M | +4.6% | +32.0% | -27.4% | +3.9% |
| YTD | -1.9% | +19.1% | -21.0% | -3.3% |
| 1Y | -0.8% | +21.5% | -22.2% | -3.5% |
| All | -0.8% | +21.0% | -21.7% | -3.5% |
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