+526.6%
GEV vs CTAS
+41.2%
+485.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.2% | +0.5% | +5.7% | +6.2% |
| 30D | -18.4% | +10.2% | -28.7% | -19.4% |
| 3M | -21.2% | +12.1% | -33.3% | -22.4% |
| 6M | -23.6% | +38.3% | -61.8% | -29.5% |
| YTD | +25.5% | +21.9% | +3.6% | +20.6% |
| 1Y | +42.6% | +24.0% | +18.6% | +35.7% |
| All | +526.6% | +41.2% | +485.4% | +447.9% |
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