+46.0%
F vs CTAS
+63.6%
-17.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | -3.7% | +11.7% | -15.3% | -6.9% |
| 6M | +16.8% | +0.7% | +16.1% | +16.9% |
| YTD | +15.3% | +7.4% | +7.9% | +12.5% |
| 1Y | +31.0% | -2.1% | +33.1% | +32.3% |
| All | +46.0% | +63.6% | -17.5% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling