-1.6%
F vs CTAS
+22.8%
-24.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +2.9% | +10.3% | -7.4% | +2.1% |
| 3M | -9.5% | +10.2% | -19.7% | -10.1% |
| 6M | +4.0% | +34.4% | -30.3% | +3.0% |
| YTD | -1.3% | +19.6% | -20.8% | -2.8% |
| All | -1.6% | +22.8% | -24.4% | -4.0% |
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