+508.4%
F vs CTAS
+25,665.7%
-25,157.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | +2.6% | +12.8% | -10.1% | -2.4% |
| 3M | -8.8% | +10.3% | -19.1% | -12.6% |
| 6M | +4.6% | +32.0% | -27.4% | -7.5% |
| YTD | -1.9% | +19.1% | -21.0% | -9.9% |
| 1Y | -0.8% | +21.5% | -22.2% | -9.6% |
| 3Y | +43.5% | +76.0% | -32.6% | +10.6% |
| 5Y | -12.1% | +110.9% | -122.9% | -36.8% |
| 10Y | +83.6% | +849.8% | -766.2% | -26.7% |
| All | +508.4% | +25,665.7% | -25,157.3% | +18.2% |
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